Multiobjective optimization using differential evolution for real-world portfolio optimization.
Thiemo KrinkSandra PaterliniPublished in: Comput. Manag. Sci. (2011)
Keyphrases
- differential evolution
- multiobjective optimization
- portfolio optimization
- multi objective
- nsga ii
- bi objective
- evolutionary algorithm
- artificial bee colony
- optimization algorithm
- multi objective optimization
- particle swarm optimization
- differential evolution algorithm
- optimization method
- swarm intelligence
- multi objective optimization problems
- optimization methods
- genetic algorithm
- particle swarm optimization pso
- pareto optimal
- multiple objectives
- problems involving
- portfolio selection
- min max
- robust optimization
- evolutionary computation
- optimization problems
- multi objective evolutionary algorithms
- factor analysis
- stock price
- artificial immune system
- risk management
- stock exchange
- test problems
- knapsack problem
- optimal solution
- stock market
- data mining
- simulated annealing
- fitness function
- computational intelligence
- search algorithm
- objective function
- artificial intelligence