Portfolio Re-Balancing and Optimization Using Directional Changes and Genetic Algorithms.
Rui Jorge AlmeidaNalan BastürkPaulo RodriguesPublished in: CEC (2023)
Keyphrases
- genetic algorithm
- function optimization
- optimization method
- optimization algorithm
- neural network
- multi objective
- parameter optimization
- evolutionary algorithm
- optimization process
- evolution strategy
- evolutionary optimization
- multiple objectives
- global optimization
- optimization methods
- optimization problems
- simulated annealing
- evolutionary strategy
- portfolio optimization
- discrete optimization
- evolutionary computation
- particle swarm optimization
- fuzzy logic
- artificial neural networks
- constrained optimization
- genetic algorithm ga
- fitness function
- genetic operators
- optimal solution
- objective function
- decision making
- genetic algorithm is employed