A Novel Multi Objective Genetic Algorithm for the Portfolio Optimization.
Vitoantonio BevilacquaVincenzo PacelliStefano SaladinoPublished in: ICIC (1) (2011)
Keyphrases
- multi objective genetic algorithm
- portfolio optimization
- multiple objectives
- bi objective
- multi objective optimization
- problems involving
- portfolio selection
- optimization methods
- optimization method
- stock market
- factor analysis
- risk management
- robust optimization
- simulation model
- computer simulation
- multi objective
- stock price
- nsga ii
- evolutionary algorithm
- control charts
- genetic algorithm
- pareto optimal
- optimal design
- multi objective evolutionary algorithms
- objective function
- stock exchange
- search algorithm