Evolutionary Approach to Multiobjective Optimization of Portfolios That Reflect the Behaviour of Investment Funds.
Krzysztof MichalakPatryk FilipiakPiotr LipinskiPublished in: AIMSA (2012)
Keyphrases
- multiobjective optimization
- investment strategies
- multi objective
- min max
- investment decisions
- swarm intelligence
- genetic algorithm
- evolutionary computation
- artificial immune system
- engineering problems
- image thresholding
- multiobjective evolutionary algorithm
- stock market
- evolutionary algorithm
- cooperative coevolution
- nsga ii
- stock exchange
- optimal portfolio
- portfolio optimization
- multiobjective evolutionary algorithms
- portfolio selection
- decision making
- artificial bee colony
- stock price
- financial markets
- optimization algorithm
- multiple objectives
- search algorithm
- machine learning
- neural network
- test problems
- multi objective optimization
- particle swarm optimization
- artificial neural networks
- objective function