Genetic Algorithms for Portfolio Optimization with Weighted Sum Approach.
Ricardo FaiaTiago PintoZita A. ValeJuan Manuel CorchadoJoão P. SoaresFernando LezamaPublished in: SSCI (2018)
Keyphrases
- weighted sum
- portfolio optimization
- genetic algorithm
- portfolio selection
- bi objective
- portfolio management
- risk management
- stock market
- objective function
- problems involving
- multi objective
- optimization methods
- factor analysis
- neural network
- linear combination
- robust optimization
- multi objective optimization
- stock price
- simulated annealing
- optimization method
- stock exchange
- fitness function
- evolutionary algorithm
- differential evolution
- genetic programming
- pixel values
- long term
- non stationary
- decision support system