A Double-Stage Genetic Optimization Algorithm for Portfolio Selection.
Kin Keung LaiLean YuShouyang WangChengxiong ZhouPublished in: ICONIP (3) (2006)
Keyphrases
- optimization algorithm
- portfolio selection
- multi objective
- multiple objectives
- portfolio optimization
- optimization method
- differential evolution
- portfolio management
- particle swarm optimization pso
- genetic algorithm
- robust optimization
- financial markets
- evolutionary multi objective
- control parameters
- optimization strategy
- artificial bee colony
- evolutionary algorithm
- global optima
- optimal portfolio
- non stationary
- objective function
- hybrid optimization algorithm
- neural network