An improved learning automata based multi-objective whale optimization approach for multi-objective portfolio optimization in financial markets.
Hakimeh MortezaSeyed Mahdi JameiiMohammad Karim SohrabiPublished in: Expert Syst. Appl. (2023)
Keyphrases
- multi objective
- optimization algorithm
- multiple objectives
- portfolio optimization
- bi objective
- multi objective optimization
- portfolio selection
- evolutionary algorithm
- objective function
- financial markets
- particle swarm optimization
- long term
- optimization problems
- nsga ii
- unsupervised learning
- stock price
- optimization methods
- stock market
- neural network
- software engineering
- expert systems
- machine learning
- data mining