An Evolutionary Algorithm with a New Coding Scheme for Multi-objective Portfolio Optimization.
Yi ChenAimin ZhouRongfang ZhouPeng HeYong ZhaoLihua DongPublished in: SEAL (2017)
Keyphrases
- coding scheme
- evolutionary algorithm
- multi objective
- portfolio optimization
- bi objective
- multi objective optimization
- multiple objectives
- portfolio selection
- optimization algorithm
- portfolio management
- optimization problems
- bitstream
- differential evolution
- problems involving
- particle swarm optimization
- nsga ii
- genetic programming
- robust optimization
- simulated annealing
- fitness function
- risk management
- factor analysis
- optimization methods
- pareto optimal
- optimization method
- stock market
- genetic algorithm
- image quality
- metaheuristic
- stock exchange
- image compression
- computer vision