An Improved Data Driven Differential Evolution Algorithm For Band Optimized Portfolio Optimization.
Ya GaoMingzhang HanRui JiXinchao ZhaoPublished in: ICCIP (2023)
Keyphrases
- differential evolution algorithm
- portfolio optimization
- data driven
- evolutionary algorithm
- differential evolution
- portfolio selection
- control parameters
- risk management
- bi objective
- problems involving
- stock market
- factor analysis
- multi objective
- optimization methods
- robust optimization
- optimization problems
- stock price
- optimization method
- multiple objectives
- pso algorithm
- particle swarm
- particle swarm optimization pso
- stock exchange
- efficient solutions
- traveling salesman problem
- independent component analysis
- multi objective optimization
- learning algorithm
- feature extraction