Multi-objective Portfolio Optimization Based on Fuzzy Genetic Algorithm.
Huilin YiJianhui YangPublished in: CIS (2013)
Keyphrases
- multi objective
- portfolio optimization
- bi objective
- genetic algorithm
- multi objective optimization
- multiple objectives
- evolutionary algorithm
- optimization algorithm
- portfolio management
- portfolio selection
- nsga ii
- particle swarm optimization
- problems involving
- factor analysis
- fitness function
- objective function
- pareto optimal
- neural network
- robust optimization
- risk management
- stock market
- ant colony optimization
- genetic programming
- optimization methods
- stock price
- differential evolution
- stock exchange