Genetic Algorithm and LSTM Artificial Neural Network for Investment Portfolio Optimization.
Gustavo A. Flores-FernandezMiguel Jimenez-CarrionFlabio GutiérrezRaúl A. Sánchez-AncajimaPublished in: J. Wirel. Mob. Networks Ubiquitous Comput. Dependable Appl. (2024)
Keyphrases
- portfolio optimization
- artificial neural networks
- genetic algorithm
- portfolio management
- investment decisions
- recurrent neural networks
- portfolio selection
- neural network
- problems involving
- sharpe ratio
- optimization methods
- factor analysis
- stock market
- bi objective
- robust optimization
- risk management
- multi objective
- simulated annealing
- stock price
- fitness function
- stock exchange
- decision making
- transaction costs
- evolutionary algorithm
- utility function
- multi objective optimization
- ant colony optimization
- metaheuristic
- particle swarm optimization
- optimization problems
- expert systems
- software engineering