Active Portfolio Rebalancing using Multi-objective Metaheuristics.
G. A. Vijayalakshmi PaiPublished in: SSCI (2018)
Keyphrases
- multi objective
- particle swarm optimization
- evolutionary algorithm
- genetic algorithm
- optimization algorithm
- multi objective optimization
- optimization problems
- objective function
- evolutionary optimization
- metaheuristic
- multiple objectives
- multiobjective optimization
- multi objective optimization problems
- tabu search
- simulated annealing
- portfolio selection
- pareto optimal
- conflicting objectives
- multi criteria
- differential evolution
- nsga ii
- search tree
- optimum design
- combinatorial optimization
- ant colony optimization
- np hard
- decision making
- multiobjective evolutionary algorithm
- binary search trees
- scatter search
- solution space
- decision makers