A Combination Genetic Algorithm with Applications on Portfolio Optimization.
Jiah-Shing ChenJia-Leh HouPublished in: IEA/AIE (2006)
Keyphrases
- portfolio optimization
- genetic algorithm
- portfolio selection
- problems involving
- portfolio management
- risk management
- multi objective
- stock market
- optimization methods
- fitness function
- robust optimization
- optimization method
- multi objective optimization
- ant colony optimization
- stock price
- multiple objectives
- metaheuristic
- stock exchange
- factor analysis
- bi objective
- genetic programming
- expert systems