A time-varying stock portfolio selection model based on optimized PSO-BiLSTM and multi-objective mathematical programming under budget constraints.
Jalil VaziriDariush FaridMehdi Nazemi ArdakaniSeyed Mojtaba Hosseini BamakanMohammadAli ShahlaeiPublished in: Neural Comput. Appl. (2023)
Keyphrases
- mathematical programming
- multi objective
- portfolio selection
- robust optimization
- budget constraints
- multiple objectives
- particle swarm optimization
- optimization algorithm
- evolutionary algorithm
- linear programming
- multi objective optimization
- genetic algorithm
- objective function
- combinatorial optimization
- vehicle routing problem
- stock market
- pareto optimal
- nsga ii
- financial markets
- capacity expansion
- stock price
- differential evolution
- bidding strategies
- metaheuristic
- optimization problems
- state space