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The problem of portfolio optimization is one of them. This chapter studies the use of evolutionary multiobjective techniques to solve such problems, focusing on ...
This chapter performs a comparison of different evolutionary multiobjective approaches, namely NSGA-II, SPEA2, and IBEA, and shows how these algorithms ...
Finally, we also show that this procedure results in a more profitable solution than an indexed portfolio by the Caracas Stock Exchange. 1 Introduction. Finance ...
Several proposals can be found in the literature in this regard. For example, Markowitz's model [18] has become an essential theoretical reference for portfolio ...
This chapter studies the use of evolutionary multiobjective techniques to solve such problems, focusing on Venezuelan market mutual funds between years 1994 and ...
The problem of portfolio optimization is one of them. This chapter studies the use of evolutionary multiobjective techniques to solve such problems, focusing on ...
This thesis uses evolutionary algorithms to compute the efficient frontier in the classical Markowitz mean-variance optimization problem in finance, ...
Multiobjective optimization of portfolios aims at finding sets of stocks which are expected to provide a possibly high return while retaining a moderate ...
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This paper provides a systematic study of the technologies and algorithms associated with the implementation of multiobjective evolutionary algorithms ...
A comparative study of multi-objective evolutionary algorithms to optimize the selection of investment portfolios with cardinality constraints.