Research on Portfolio Optimization Based on Affinity Propagation and Genetic Algorithm.
Chong LiuWenyan GanYutian ChenPublished in: WISA (2017)
Keyphrases
- affinity propagation
- portfolio optimization
- genetic algorithm
- clustering method
- bi objective
- portfolio selection
- problems involving
- portfolio management
- multi objective
- affinity propagation clustering
- risk management
- stock market
- factor analysis
- robust optimization
- clustering algorithm
- multi objective optimization
- optimization methods
- k means
- metaheuristic
- evolutionary algorithm
- multiple objectives
- stock price
- optimization method
- fitness function
- optimization algorithm
- similarity measure
- decision support system
- text mining
- hyperspectral data
- data mining