Building Risk-Optimal Portfolio Using Evolutionary Strategies.
Piotr LipinskiKatarzyna WinczuraJoanna WojcikPublished in: EvoWorkshops (2007)
Keyphrases
- optimal portfolio
- evolutionary strategy
- portfolio selection
- evolutionary algorithm
- evolutionary computation
- expected utility
- differential evolution
- constrained optimization
- risk management
- portfolio optimization
- artificial immune system
- particle swarm optimization
- genetic algorithm
- variable length
- multi objective optimization
- ant colony optimization
- portfolio management
- fitness function
- multi objective
- decision making