Integrated Metaheuristic Optimization of 130-30 Investment-Strategy-Based Long-Short Portfolios.
G. A. Vijayalakshmi PaiThierry MichelPublished in: Intell. Syst. Account. Finance Manag. (2012)
Keyphrases
- metaheuristic
- optimization problems
- investment strategies
- combinatorial optimization
- optimization method
- harmony search
- tabu search
- simulated annealing
- scatter search
- ant colony optimization
- combinatorial optimization problems
- genetic algorithm
- optimal solution
- evolutionary algorithm
- search space
- path relinking
- suboptimal solutions
- vehicle routing problem
- particle swarm optimization
- optimization methods
- benchmark instances
- global optimization
- cost function
- knapsack problem
- iterated local search
- nature inspired
- max min
- traveling salesman problem
- multi start
- objective function
- problems involving
- guided local search
- variable neighborhood search
- portfolio optimization
- stock market
- multi objective
- np hard
- multistage
- investment decisions
- search procedure
- mathematical programming
- decision making
- neural network