An effective decision-based genetic algorithm approach to multiobjective portfolio optimization problem
From MaRDI portal
Recommendations
- An MCDM approach to portfolio optimization.
- A genetic algorithm for portfolio selection problems.
- A multi-objective firefly algorithm for practical portfolio optimization problem
- A multi-objective portfolio model with improved transaction cost based on CVaR
- Multi-swarm multi-objective optimizer based on \(p\)-optimality criteria for multi-objective portfolio management
Cited in
(10)- Genetic algorithm-based multi-criteria project portfolio selection
- Multi-swarm multi-objective optimizer based on \(p\)-optimality criteria for multi-objective portfolio management
- Dynamic population scale cooperative evolutionary algorithm for multi-objective portfolio optimization problems
- An empirical study of multi-objective algorithms for stock ranking
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm
- Multi-objective Evolutionary Algorithms for the Risk-return Trade-off in Bank Loan Management
- A multi-objective firefly algorithm for practical portfolio optimization problem
- scientific article; zbMATH DE number 5049688 (Why is no real title available?)
- An integrated portfolio optimisation procedure based on data envelopment analysis, artificial bee colony algorithm and genetic programming
- Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms
This page was built for publication: An effective decision-based genetic algorithm approach to multiobjective portfolio optimization problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5422813)