Meta-heuristics for Portfolio Optimization: Part II - Empirical Analysis.
Kyle ErwinAndries P. EngelbrechtPublished in: ICSI (2) (2023)
Keyphrases
- empirical analysis
- portfolio optimization
- metaheuristic
- optimization problems
- simulated annealing
- optimization methods
- ant colony optimization
- problems involving
- tabu search
- portfolio management
- portfolio selection
- bi objective
- theoretical analysis
- combinatorial optimization
- search space
- empirical studies
- combinatorial optimization problems
- factor analysis
- genetic algorithm
- risk management
- particle swarm optimization
- stock market
- vehicle routing problem
- optimization method
- stock price
- optimal solution
- robust optimization
- stock exchange
- independent component analysis
- neural network
- non stationary
- upper bound
- evolutionary algorithm
- recommender systems
- genetic programming
- knapsack problem
- traveling salesman problem
- optimization algorithm