Multi-Objective Multi-Stage Portfolio Optimization with Parallel GA.
Medha DhurandharPublished in: PDPTA (2003)
Keyphrases
- multistage
- multi objective
- portfolio optimization
- bi objective
- multi objective optimization
- genetic algorithm
- evolutionary algorithm
- multiple objectives
- portfolio selection
- portfolio management
- particle swarm optimization
- optimization algorithm
- stochastic programming
- single stage
- nsga ii
- problems involving
- dynamic programming
- objective function
- factor analysis
- pareto optimal
- lot sizing
- stock market
- robust optimization
- optimal policy
- efficient solutions
- risk management
- ant colony optimization
- stock price
- optimization methods
- shortest path problem
- metaheuristic
- cluster analysis
- stock exchange
- long term