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Modelling cost into a genetic algorithm-based portfolio optimization system by seeding and objective sharing.
Claus de Castro Aranha
Hitoshi Iba
Published in:
IEEE Congress on Evolutionary Computation (2007)
Keyphrases
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portfolio optimization
portfolio selection
portfolio management
bi objective
multiple objectives
problems involving
risk management
optimization methods
stock market
factor analysis
stock exchange
robust optimization
long term
stock price
data mining
evolutionary algorithm
genetic algorithm