Optimization of Investment Portfolio Based on Improved Multi-Objective Genetic Algorithm.
Haibin LiPublished in: ICEBT (2021)
Keyphrases
- multi objective genetic algorithm
- evolutionary multi objective
- optimization method
- multiple objectives
- decision making
- multi objective optimization
- portfolio management
- genetic algorithm
- simulation model
- evolutionary algorithm
- portfolio selection
- computer simulation
- multi objective
- optimal design
- portfolio optimization
- investment decisions
- constraint handling
- optimization problems
- constrained optimization
- pareto optimal solutions
- control charts
- optimization strategies
- optimization process
- optimal portfolio