A Portfolio Optimization Approach to Selection in Multiobjective Evolutionary Algorithms.
Iryna YevseyevaAndreia P. GuerreiroMichael T. M. EmmerichCarlos M. FonsecaPublished in: PPSN (2014)
Keyphrases
- portfolio optimization
- multiobjective evolutionary algorithms
- multi objective
- portfolio selection
- bi objective
- evolutionary algorithm
- factor analysis
- multiobjective optimization
- multiobjective evolutionary algorithm
- stock market
- problems involving
- portfolio management
- optimization methods
- optimization problems
- stock price
- robust optimization
- risk management
- stock exchange
- genetic algorithm
- multi objective optimization
- multiple objectives