Global optimization of higher order moments in portfolio selection.
Dietmar MaringerPanos ParpasPublished in: J. Glob. Optim. (2009)
Keyphrases
- global optimization
- portfolio selection
- higher order
- lower order
- high order
- portfolio optimization
- portfolio management
- ant colony algorithm
- pso algorithm
- particle swarm optimization
- robust optimization
- pairwise
- global solution
- markov random field
- imperialist competitive algorithm
- global search
- multiple objectives
- evolutionary algorithm
- deterministic annealing
- optimal portfolio
- graphical models
- optimization problems
- multi objective
- constrained global optimization
- artificial intelligence