Portfolio Optimization of Financial Returns Using Fuzzy Approach with NSGA-II Algorithm.
Jirakom SirisrisakulchaiKittawit AutchariyapanitkulNapat HarnpornchaiSongsak SriboonchittaPublished in: J. Adv. Comput. Intell. Intell. Informatics (2015)
Keyphrases
- bi objective
- portfolio optimization
- optimal solution
- dynamic programming
- nsga ii
- knapsack problem
- worst case
- multi objective
- k means
- optimization algorithm
- combinatorial optimization
- risk management
- test problems
- cost function
- evolutionary algorithm
- heuristic methods
- multi objective evolutionary algorithms
- search space
- computational complexity
- multi objective optimization
- portfolio selection
- multiobjective optimization
- stock market
- multiobjective evolutionary algorithm
- shortest path problem
- semidefinite programming
- independent component analysis
- genetic algorithm
- linear programming
- np hard
- decision making