Portfolio optimization with mental accounts under uncertain random environment and butterfly optimization algorithm with adaptive strategies.
Bo LiYayi HuangPublished in: Appl. Soft Comput. (2024)
Keyphrases
- optimization algorithm
- portfolio optimization
- adaptive strategies
- multi objective
- differential evolution
- optimization method
- evolutionary multi objective
- factor analysis
- bi objective
- multiple objectives
- hybrid optimization algorithm
- portfolio management
- portfolio selection
- stock market
- risk management
- evolutionary algorithm
- problems involving
- particle swarm optimizer
- stock price
- artificial bee colony
- artificial intelligence
- historical data
- particle swarm optimization
- decision making