Pareto-archived evolutionary wavelet network for financial constrained portfolio optimization.
N. C. SuganyaG. A. Vijayalakshmi PaiPublished in: Intell. Syst. Account. Finance Manag. (2010)
Keyphrases
- portfolio optimization
- factor analysis
- portfolio selection
- stock market
- risk management
- multi objective
- bi objective
- portfolio management
- robust optimization
- problems involving
- optimization methods
- network structure
- stock exchange
- genetic algorithm
- multiple objectives
- multi objective optimization
- stock price
- investment decisions
- evolutionary algorithm
- communication networks
- differential evolution
- sharpe ratio
- network architecture
- lot sizing
- discriminant analysis
- optimization method
- decision making