Multi-objective Optimization of Investment Strategies - Based on Evolutionary Computation Techniques, in Volatile Environments.
José Matias PintoRui Ferreira NevesNuno HortaPublished in: ICEIS (1) (2014)
Keyphrases
- stock price
- evolutionary computation
- multi objective optimization
- evolutionary algorithm
- investment strategies
- stock exchange
- multi objective
- stock market
- genetic algorithm
- fitness function
- differential evolution
- optimization problems
- genetic programming
- optimisation problems
- evolutionary strategy
- pareto optimal
- cooperative coevolution
- swarm intelligence
- simulated annealing
- multiple objectives
- estimation of distribution algorithms
- nsga ii
- bi objective
- computational intelligence
- genetic operators
- optimization algorithm
- particle swarm optimization
- crossover and mutation
- fuzzy logic
- data mining
- multiobjective optimization
- neural network
- multi objective evolutionary algorithms
- mutation operator
- genetic algorithm ga