Selecting Best Investment Opportunities from Stock Portfolios Optimized by a Multiobjective Evolutionary Algorithm.
Krzysztof MichalakPublished in: GECCO (2015)
Keyphrases
- multiobjective evolutionary algorithm
- multi objective
- multiobjective optimization
- multiobjective evolutionary algorithms
- stock market
- investment strategies
- investment decisions
- nsga ii
- transaction costs
- stock price
- genetic algorithm
- multi objective optimization
- portfolio optimization
- decision making
- optimal portfolio
- portfolio selection
- pareto optimal
- long run
- swarm intelligence
- optimization problems
- bi objective
- test problems
- evolutionary computation