Predictive multi-period multi-objective portfolio optimization based on higher order moments: Deep learning approach.
Shaghayegh AbolmakaremFarshid AbdiKaveh Khalili DamghaniHosein DidehkhaniPublished in: Comput. Ind. Eng. (2023)
Keyphrases
- deep learning
- multi period
- portfolio optimization
- multi objective
- higher order
- bi objective
- multi objective optimization
- evolutionary algorithm
- multiple objectives
- routing problem
- unsupervised learning
- genetic algorithm
- pairwise
- lot sizing
- nsga ii
- particle swarm optimization
- robust optimization
- objective function
- stock market
- machine learning
- efficient solutions
- ant colony optimization
- optimization problems
- supervised learning