Keyphrases
- portfolio optimization
- investment strategies
- portfolio management
- sharpe ratio
- decision making
- optimization algorithm
- optimization method
- global optimization
- early warning
- optimization problems
- stock price
- stock exchange
- discrete optimization
- investment decisions
- optimization strategies
- credit risk
- evolution strategy
- portfolio selection
- optimization model
- risk assessment
- optimization process
- optimization methods
- data sets
- risk factors
- transaction costs
- risk management
- stock market
- efficient frontier
- asset allocation
- neural network