A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization
نویسندگان
چکیده
منابع مشابه
A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization
Portfolio optimization involves the optimal assignment of limited capital to different available financial assets to achieve a reasonable trade-off between profit and risk objectives. In this paper, we studied the extended Markowitz’s meanvariance portfolio optimization model. We considered the cardinality, quantity, pre-assignment and round lot constraints in the extended model. These four rea...
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ژورنال
عنوان ژورنال: Applied Soft Computing
سال: 2014
ISSN: 1568-4946
DOI: 10.1016/j.asoc.2014.08.026