Steepest Ascent Hill Climbing for Portfolio Selection.
Jonathan Arriaga-GonzálezManuel Valenzuela-RendónPublished in: EvoApplications (2012)
Keyphrases
- steepest ascent
- portfolio selection
- hill climbing
- simulated annealing
- search space
- multistage stochastic
- portfolio optimization
- search strategy
- search algorithm
- search procedure
- genetic algorithm ga
- hill climbing algorithm
- robust optimization
- financial markets
- portfolio management
- systematic search
- optimal portfolio
- transaction costs
- decision making
- multiple objectives
- tabu search
- bayesian networks