Meta-heuristics for Portfolio Optimization: Part I - Review of Meta-heuristics.
Kyle ErwinAndries P. EngelbrechtPublished in: ICSI (2) (2023)
Keyphrases
- metaheuristic
- portfolio optimization
- simulated annealing
- ant colony optimization
- optimization problems
- tabu search
- combinatorial optimization
- search space
- optimal solution
- particle swarm optimization
- combinatorial optimization problems
- bi objective
- problems involving
- genetic algorithm
- vehicle routing problem
- optimization methods
- stock market
- factor analysis
- optimization method
- portfolio selection
- portfolio management
- robust optimization
- neural network
- risk management
- signal processing
- evolutionary algorithm
- face recognition
- stock exchange