A Fast Converging Evolutionary Algorithm for Constrained Multiobjective Portfolio Optimization.
Yi ChenHemant Kumar SinghAimin ZhouTapabrata RayPublished in: EMO (2021)
Keyphrases
- evolutionary algorithm
- multi objective
- portfolio optimization
- bi objective
- multiple objectives
- multi objective optimization
- optimization algorithm
- optimization problems
- portfolio selection
- problems involving
- portfolio management
- differential evolution
- simulated annealing
- nsga ii
- genetic algorithm
- fitness function
- genetic programming
- risk management
- robust optimization
- pareto optimal
- stock market
- optimization methods
- optimization method
- factor analysis
- particle swarm optimization
- sharpe ratio
- stock price
- test problems
- data mining techniques
- data warehouse
- long term
- expert systems