A hybrid algorithm for portfolio selection: An application on the Dow Jones Index (DJI).
Serkan AkbasTürkan Erbay DalkiliçPublished in: J. Comput. Appl. Math. (2021)
Keyphrases
- text categorization
- hybrid algorithm
- portfolio selection
- dow jones
- stock price
- financial markets
- particle swarm optimization
- simulated annealing
- tabu search
- stock exchange
- knn
- particle swarm optimization pso
- genetic algorithm
- financial data
- differential evolution
- standard test problems
- hybrid optimization algorithm
- stock market
- portfolio management
- imperialist competitive algorithm
- multiple objectives
- ant colony optimization
- optimal solution
- robust optimization
- multi objective
- scheduling problem
- knowledge discovery
- evolutionary algorithm
- optimal portfolio
- nonlinear integer programming
- lower bound