Using investment portfolio return to combine forecasts: A multiobjective approach.
Mark T. LeungHazem DaoukAn-Sing ChenPublished in: Eur. J. Oper. Res. (2001)
Keyphrases
- multi objective
- investment strategies
- sharpe ratio
- portfolio management
- evolutionary algorithm
- trading strategies
- financial markets
- optimization algorithm
- multi objective optimization
- stock exchange
- stock market
- multiple objectives
- multiobjective optimization
- market data
- stock price
- decision making
- objective function
- portfolio optimization
- portfolio selection
- neural network
- genetic algorithm
- optimal portfolio
- bi objective
- particle swarm optimization
- investment decisions
- asset allocation
- nsga ii
- multiobjective evolutionary algorithms
- pareto optimal
- multiobjective evolutionary algorithm
- artificial bee colony
- multi objective evolutionary algorithms
- conflicting objectives
- optimal solution
- multiobjective genetic algorithm