Approximation of Pareto Set in Multi Objective Portfolio Optimization.
I. RadziukynieneAntanas ZilinskasPublished in: World Congress on Engineering (Selected Papers) (2008)
Keyphrases
- multi objective
- pareto set
- portfolio optimization
- bi objective
- multi objective optimization
- multiple objectives
- evolutionary algorithm
- portfolio selection
- optimization algorithm
- nsga ii
- pareto optimal
- multiobjective optimization
- problems involving
- objective function
- particle swarm optimization
- multi objective evolutionary algorithms
- genetic algorithm
- factor analysis
- stock market
- risk management
- stock price
- robust optimization
- optimum design
- optimization methods
- multi criteria
- optimization method
- differential evolution
- non stationary
- stock exchange
- upper bound