Portfolio Optimization Using SPEA2 with Resampling.
Sandra García-RodríguezDavid QuintanaInés María GalvánPedro IsasiPublished in: IDEAL (2011)
Keyphrases
- portfolio optimization
- bi objective
- multi objective
- efficient solutions
- portfolio management
- multi objective optimization
- ant colony optimization
- network design
- nsga ii
- multiple objectives
- portfolio selection
- pareto optimal
- problems involving
- optimization algorithm
- evolutionary algorithm
- neural network
- shortest path problem
- objective function
- risk management
- routing problem
- robust optimization
- decision making
- knapsack problem
- k means
- factor analysis
- stock market
- optimization methods