MOEA/D with An Improved Multi-Dimensional Mapping Coding Scheme for Constrained Multi-Objective Portfolio Optimization.
Yi ChenAimin ZhouPublished in: CEC (2019)
Keyphrases
- multi objective
- coding scheme
- portfolio optimization
- multi dimensional
- bi objective
- multiple objectives
- multi objective optimization
- evolutionary algorithm
- bitstream
- optimization algorithm
- nsga ii
- problems involving
- multi objective evolutionary algorithms
- portfolio selection
- pareto optimal solutions
- multiobjective evolutionary algorithm
- objective function
- particle swarm optimization
- genetic algorithm
- risk management
- pareto optimal
- factor analysis
- stock market
- robust optimization
- optimization methods
- stock price
- optimization problems
- differential evolution
- stock exchange
- simulated annealing
- multi objective problems