A Reference Point-Based Evolutionary Algorithm for Many-Objective Fuzzy Portfolio Selection.
Jian ChenXiaoliang MaYiwen SunZexuan ZhuPublished in: BIC-TA (1) (2019)
Keyphrases
- portfolio selection
- evolutionary algorithm
- multiple objectives
- multi objective
- multi objective optimization
- multistage stochastic
- optimization problems
- fuzzy sets
- differential evolution
- portfolio optimization
- portfolio management
- fitness function
- financial markets
- optimization algorithm
- simulated annealing
- genetic algorithm
- fuzzy numbers
- transaction costs
- particle swarm optimization
- robust optimization
- optimal portfolio
- tabu search
- risk management
- genetic programming
- decision makers