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A Multi-objective Evolutionary Algorithm Based on Piecewise Parallel Decomposition for Portfolio Optimization.
Yu Wu
Jianle Wei
Weiqin Ying
Zhen Cui
Xuanda Pan
Zhenyu Wang
Published in:
ISICA (2021)
Keyphrases
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portfolio optimization
portfolio selection
portfolio management
factor analysis
stock market
robust optimization
optimization methods
problems involving
bi objective
risk management
stock exchange
evolutionary algorithm
simulated annealing
stock price