GA-MEPS: Multiple Experts Portfolio Selection Based on Genetic Algorithm.
Kaiyin ChaoJing PengXiaomian XiaoJinglan DengHanyu YangJianfei YinPublished in: KSEM (5) (2024)
Keyphrases
- genetic algorithm
- portfolio selection
- genetic algorithm ga
- fitness function
- evolutionary algorithm
- simulated annealing
- multi objective
- hybrid algorithm
- genetic operators
- genetic programming
- metaheuristic
- multistage stochastic
- multi objective optimization
- messy genetic algorithm
- hybrid ga
- crossover and mutation
- hybrid genetic algorithm
- particle swarm optimization
- long term
- financial markets
- portfolio optimization
- ant colony optimization
- tabu search