Swarm Intelligence for Multi-objective Portfolio Optimization.
Li ChenYongjin WangJia LiuLijing TanPublished in: ML4CS (1) (2022)
Keyphrases
- swarm intelligence
- portfolio optimization
- multi objective
- bi objective
- particle swarm optimization
- ant colony optimization
- evolutionary algorithm
- multi objective optimization
- multiple objectives
- optimization algorithm
- particle swarm optimization pso
- evolutionary computation
- multiobjective optimization
- problems involving
- portfolio selection
- portfolio management
- global optimization
- genetic algorithm
- factor analysis
- differential evolution
- nsga ii
- risk management
- multi objective optimization problems
- social insects
- objective function
- computational intelligence
- ant colonies
- metaheuristic
- stock market
- pareto optimal
- stock price
- theoretical and empirical study
- long term
- robust optimization
- stock exchange
- combinatorial optimization problems
- swarm robotics
- genetic programming
- search algorithm
- neural network
- fitness function