Multiobjective robustness for portfolio optimization in volatile environments.
Ghada HassanChristopher D. ClackPublished in: GECCO (2008)
Keyphrases
- data mining
- portfolio optimization
- multi objective
- bi objective
- multi objective optimization
- portfolio selection
- multiple objectives
- evolutionary algorithm
- portfolio management
- problems involving
- optimization algorithm
- factor analysis
- risk management
- nsga ii
- objective function
- particle swarm optimization
- genetic algorithm
- stock market
- efficient solutions
- data mining techniques
- stock price
- optimization methods
- pareto optimal
- long term
- neural network
- optimization problems
- stock exchange
- ant colony optimization