SAIPO-TAIPO and Genetic Algorithms for Investment Portfolios.
Juan Frausto SolísJosé L. Purata AldazManuel González del AngelJuan Javier González BarbosaGuadalupe Castilla ValdezPublished in: Axioms (2022)
Keyphrases
- genetic algorithm
- investment decisions
- optimal portfolio
- neural network
- investment strategies
- simulated annealing
- portfolio optimization
- multi objective
- fitness function
- portfolio selection
- evolutionary algorithm
- genetic programming
- portfolio management
- fuzzy logic
- particle swarm optimization
- artificial neural networks
- risk aversion
- evolutionary computation
- portfolio assessment
- stochastic search algorithms
- intelligent data mining
- long run
- mutation operator
- optimization method
- metaheuristic
- artificial intelligence
- artificial immune system
- classifier systems
- genetic search
- real option
- return on investment
- differential evolution
- tabu search
- modular neural networks
- search space
- decision making
- search engine