Parameter Tuning of Hybrid Nature-Inspired Intelligent Metaheuristics for Solving Financial Portfolio Optimization Problems.
Vassilios VassiliadisGeorgios DouniasAlexandros TzanetosPublished in: SETN (2012)
Keyphrases
- nature inspired
- parameter tuning
- portfolio management
- optimization problems
- metaheuristic
- greedy randomized adaptive search procedure
- portfolio optimization
- combinatorial optimization
- traveling salesman problem
- portfolio selection
- financial data
- ant colony optimization
- evolutionary algorithm
- problems involving
- path relinking
- optimization methods
- transaction costs
- cost function
- parameter settings
- swarm intelligence
- objective function
- simulated annealing
- decision making
- factor analysis
- scatter search
- artificial intelligence
- particle swarm optimization
- ant colony optimization algorithm
- genetic programming
- solution space
- tabu search
- robust optimization
- evolutionary computation
- stock market
- fitness function
- search space
- risk management
- data mining