Portfolio Optimization Based on Novel Risk Assessment Strategy with Genetic Algorithm.
Bo-Yu LiaoHewen ChenShu-Yu KuoYao-Hsin ChouPublished in: SMC (2015)
Keyphrases
- risk assessment
- portfolio optimization
- risk management
- genetic algorithm
- decision support system
- multi objective
- portfolio selection
- network security
- information security
- decision making
- problems involving
- evolutionary algorithm
- factor analysis
- bi objective
- fuzzy logic
- multi objective optimization
- software projects
- artificial neural networks
- robust optimization
- data analysis
- optimization algorithm
- differential evolution
- simulated annealing