Portfolio Optimization Based on Funds Standardization and Genetic Algorithm.
Yao-Hsin ChouShu-Yu KuoYi-Tzu LoPublished in: IEEE Access (2017)
Keyphrases
- portfolio optimization
- genetic algorithm
- portfolio selection
- problems involving
- portfolio management
- bi objective
- factor analysis
- multi objective
- risk management
- stock market
- fitness function
- optimization methods
- robust optimization
- multi objective optimization
- neural network
- stock price
- simulated annealing
- stock exchange
- investment decisions
- multiple objectives
- metaheuristic
- optimization algorithm
- genetic programming
- evolutionary algorithm
- optimization method
- nsga ii
- differential evolution
- long term