Multi-objective Particle Swarm Optimization Approach to Portfolio Optimization.
Sudhansu Kumar MishraGanapati PandaSukadev MeherPublished in: NaBIC (2009)
Keyphrases
- portfolio optimization
- multi objective particle swarm optimization
- multi objective
- bi objective
- multiple objectives
- portfolio selection
- problems involving
- factor analysis
- stock market
- highly competitive
- robust optimization
- optimization methods
- evolutionary algorithm
- nsga ii
- stock price
- risk management
- particle swarm optimisation
- test problems
- optimization algorithm
- stock exchange
- mutation rate
- multi objective optimization
- branch and bound
- population size
- dynamic programming
- genetic algorithm