Cardinality constrained portfolio optimization with a hybrid scheme combining a Genetic Algorithm and Sonar Inspired Optimization.
Christos KonstantinouAlexandros TzanetosGeorgios DouniasPublished in: Oper. Res. (2022)
Keyphrases
- portfolio optimization
- genetic algorithm
- robust optimization
- optimization methods
- portfolio selection
- optimization method
- portfolio management
- problems involving
- risk management
- stock market
- bi objective
- factor analysis
- multi objective
- evolutionary algorithm
- fitness function
- stock price
- neural network
- multiple objectives
- simulated annealing
- optimization problems
- differential evolution
- case based reasoning
- tabu search
- stock exchange
- recommender systems
- decision makers