Particle Swarm Optimization with Winning Score Assignment for Multi-objective Portfolio Optimization.
Karoon SuksonghongKittipong BoonlongPublished in: SEAL (2017)
Keyphrases
- multi objective
- particle swarm optimization
- portfolio optimization
- bi objective
- multiple objectives
- multi objective optimization
- evolutionary algorithm
- portfolio selection
- optimization algorithm
- problems involving
- portfolio management
- nsga ii
- objective function
- ant colony optimization
- risk management
- factor analysis
- differential evolution
- metaheuristic
- genetic algorithm
- optimization methods
- stock price
- pareto optimal
- robust optimization
- optimization problems
- vehicle routing problem
- source code