Meta-heuristics for Portfolio Optimization: Part II - Empirical Analysis.

Kyle Erwin Andries P. Engelbrecht

Published 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