Portfolio Optimization in Dynamic Environments Using MemSPEAII.
Priyank ShahSanket ShahPublished in: MIKE (2017)
Keyphrases
- dynamic environments
- portfolio optimization
- portfolio selection
- factor analysis
- portfolio management
- problems involving
- autonomous agents
- risk management
- stock market
- changing environment
- stock exchange
- bi objective
- robust optimization
- mobile robot
- optimization methods
- stock price
- sharpe ratio
- evolutionary algorithm
- statistically significant
- optimization problems
- management system
- state space
- data mining