Multi-objective Metaheuristics for Managing Futures Portfolio Risk.
G. A. Vijayalakshmi PaiPublished in: SSCI (2018)
Keyphrases
- multi objective
- particle swarm optimization
- efficient frontier
- portfolio optimization
- portfolio management
- bi objective
- genetic algorithm
- evolutionary algorithm
- optimization algorithm
- portfolio selection
- multi objective optimization
- multiple objectives
- multiobjective optimization
- investment decisions
- metaheuristic
- optimization problems
- financial markets
- decision making
- risk management
- portfolio theory
- nsga ii
- objective function
- risk measures
- var model
- optimal portfolio
- tabu search
- conflicting objectives
- investment strategies
- scatter search
- asset allocation
- multi objective optimization problems
- optimal solution
- pareto optimal
- evolutionary optimization
- simulated annealing
- simulated annealing and tabu search
- risk factors
- risk assessment
- multi criteria
- search algorithm
- neural network
- optimum design
- swarm intelligence
- cost function
- linear programming
- combinatorial optimization
- particle swarm optimization pso