A realistic approach to evolutionary multiobjective portfolio optimization.
Swee Chiang ChiamAbdullah Al MamunY. L. LowPublished in: IEEE Congress on Evolutionary Computation (2007)
Keyphrases
- portfolio optimization
- evolutionary multiobjective
- portfolio selection
- bi objective
- portfolio management
- multi objective
- problems involving
- nsga ii
- factor analysis
- stock market
- robust optimization
- risk management
- multi objective optimization
- optimization methods
- stock price
- stock exchange
- particle swarm optimization
- long term
- evolutionary algorithm
- objective function
- optimization problems