Research on investment portfolio strategy based on intelligent optimization algorithm.
Siying ChenPublished in: ICSIE (2022)
Keyphrases
- optimization algorithm
- optimization strategy
- multi objective
- investment strategies
- portfolio management
- decision making
- differential evolution
- evolutionary multi objective
- optimization method
- artificial bee colony
- market data
- particle swarm optimization pso
- particle swarm optimisation
- hybrid optimization algorithm
- investment decisions
- global optima
- neural network
- control parameters
- multi objective optimization
- combinatorial optimization
- stock exchange
- nature inspired
- evolutionary algorithm
- asset allocation