A Multiobjective-Based Group Trading Strategy Portfolio Optimization Technique.
Chun-Hao ChenMunkhjargal GankhuyagTzung-Pei HongMu-En WuJimmy Ming-Tai WuPublished in: ICGEC (2019)
Keyphrases
- multi objective
- evolutionary algorithm
- multiobjective optimization
- optimization algorithm
- genetic algorithm
- nsga ii
- multi objective optimization
- particle swarm optimization
- multiple objectives
- objective function
- information systems
- multiobjective evolutionary algorithm
- portfolio selection
- trade off
- data mining
- efficient frontier
- optimum design
- artificial bee colony
- real time
- multiobjective evolutionary algorithms
- multi objective evolutionary algorithms
- min max
- group members
- computational intelligence
- decision making
- neural network