From Local Search to Global Conclusions: Migrating Spin Glass-Based Distributed Portfolio Selection.
Majid Vafaei JahanMohammad R. Akbarzadeh-TotonchiPublished in: IEEE Trans. Evol. Comput. (2010)
Keyphrases
- portfolio selection
- portfolio optimization
- search algorithm
- multistage stochastic
- cooperative
- search space
- financial markets
- genetic algorithm
- tabu search
- neural network
- simulated annealing
- optimal portfolio
- portfolio management
- robust optimization
- bi objective
- multiple objectives
- theoretical framework
- artificial intelligence