Multi-objective Beetle Swarmoptimization for Portfolio Selection.
Tan YanPublished in: KSEM (2) (2022)
Keyphrases
- portfolio selection
- multi objective
- multiple objectives
- evolutionary algorithm
- multi objective optimization
- multistage stochastic
- optimization algorithm
- portfolio optimization
- particle swarm optimization
- objective function
- nsga ii
- genetic algorithm
- pareto optimal
- portfolio management
- financial markets
- bi objective
- robust optimization
- artificial intelligence