Portfolio Optimization Through Elastic Maps: Some Evidence from the Italian Stock Exchange.
Marina RestaPublished in: KES (2) (2007)
Keyphrases
- stock exchange
- portfolio optimization
- stock market
- stock price
- portfolio management
- financial data
- financial time series
- transaction costs
- short term
- investment decisions
- optimization methods
- factor analysis
- news articles
- multi objective
- genetic algorithm
- portfolio selection
- risk management
- non stationary
- evolutionary algorithm
- decision making