An Agent-Based Co-Evolutionary Multi-Objective Algorithm for Portfolio Optimization.

Rafal Drezewski Krzysztof Doroz

Published in: Symmetry (2017)

Keyphrases

multi objective
optimization algorithm
cost function
k means
bi objective
portfolio optimization
optimal solution
evolutionary algorithm
np hard
objective function
dynamic programming
simulated annealing
particle swarm optimization
feature space
search space
solution quality