Some connections between higher moments portfolio optimization methods.
Farshad NoraveshKristiaan KerstensPublished in: CoRR (2022)
Keyphrases
- optimization methods
- portfolio optimization
- optimization problems
- optimization method
- global convergence
- simulated annealing
- decision making
- trust region
- optimization approaches
- unconstrained optimization
- efficient optimization
- direct optimization
- stochastic methods
- continuous optimization
- inverse problems
- gradient method
- evolution strategy
- quasi newton
- metaheuristic
- optimization algorithm
- neural network