EvoFolio: a portfolio optimization method based on multi-objective evolutionary algorithms.
Alfonso GuarinoDomenico SantoroLuca GrilliRocco ZaccagninoMario BalbiPublished in: Neural Comput. Appl. (2024)
Keyphrases
- optimization method
- multi objective evolutionary algorithms
- differential evolution
- multi objective
- optimization algorithm
- evolutionary algorithm
- multi objective optimization
- nsga ii
- genetic algorithm
- optimization process
- optimization methods
- simulated annealing
- particle swarm optimization
- fitness function
- particle swarm
- convergence speed
- nonlinear optimization
- particle swarm optimization pso
- optimization procedure
- global optimum
- multi criteria
- decision making
- optimization problems
- multi objective genetic algorithm
- evolutionary computation
- multiobjective optimization
- pareto optimal
- multiple objectives
- test problems
- pareto optimal solutions
- metaheuristic
- pso algorithm
- computationally efficient
- swarm intelligence
- bi objective
- nelder mead simplex
- global optimization
- scheduling problem
- artificial neural networks
- objective function
- artificial intelligence