Generative Evolution Attacks Portfolio Selection.

Chen Li Zidong Han Jinrong Jiang Lian Zhao Yidi Bai Zhonghua Lu Xuebin Chi

Published in: CEC (2024)

Keyphrases

portfolio selection
multistage stochastic
portfolio optimization
financial markets
portfolio management
generative model
multiple objectives
robust optimization
transaction costs
optimal portfolio
artificial intelligence
long term
np hard
linear program