A multi-objective continuous genetic algorithm for financial portfolio optimization problem.
Yacine KessaciPublished in: GECCO (Companion) (2017)
Keyphrases
- multi objective
- genetic algorithm
- portfolio optimization
- multi objective optimization
- bi objective
- evolutionary algorithm
- optimization algorithm
- objective function
- multiple objectives
- multiobjective optimization
- nsga ii
- particle swarm optimization
- evolutionary optimization
- multiobjective genetic algorithm
- fitness function
- multi objective optimization problems
- pareto optimal
- decision making
- risk management
- portfolio selection
- evolutionary computation
- genetic search
- conflicting objectives
- multiagent evolutionary algorithm
- continuous domains
- particle swarm
- problems involving
- multi objective evolutionary algorithms
- population size
- fraud detection
- stock market
- optimization method
- optimum design
- multi objective problems
- strength pareto evolutionary algorithm
- simulated annealing
- fuzzy logic