Time-varying Black-Litterman portfolio optimization using a bio-inspired approach and neuronets.
Theodore E. SimosSpyridon D. MourtasVasilios N. KatsikisPublished in: Appl. Soft Comput. (2021)
Keyphrases
- bio inspired
- portfolio optimization
- swarm intelligence
- portfolio selection
- portfolio management
- problems involving
- factor analysis
- stock market
- risk management
- robust optimization
- bi objective
- optimization methods
- artificial neural networks
- stock price
- stock exchange
- simulated annealing
- machine learning
- computational intelligence
- evolutionary algorithm
- decision making