A GGA-based Algorithm for Group Trading Strategy Portfolio Optimization.
Chun-Hao ChenYu-Hsuan ChenMu-En WuPublished in: MISNC (2017)
Keyphrases
- cost function
- optimization algorithm
- simulated annealing
- dynamic programming
- portfolio optimization
- objective function
- combinatorial optimization
- np hard
- long term
- k means
- optimal solution
- multi objective
- particle swarm optimization
- search space
- optimization method
- expert systems
- benchmark problems
- solution quality
- test problems