Evolutionary multi-objective portfolio optimization in practical context

International Journal of Automation and Computing

Volumn 5, Issue 1, 2008, Pages 67-80

  Chiam, S C ^a   Tan, K C ^a   Al Mamum, A ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Constraint handling; Evolutionary computation; Multi objective optimization; Portfolio optimization; Preference based multi objective optimization

Indexed keywords

CONSTRAINT THEORY; DATA STRUCTURES; FINANCIAL DATA PROCESSING; INVESTMENTS; MULTIOBJECTIVE OPTIMIZATION; PROBLEM SOLVING;

EVOLUTIONARY SEARCH; PORTFOLIO MANAGERS; PORTFOLIO OPTIMIZATION; PREFERENCE-BASED MULTI-OBJECTIVE OPTIMIZATION;

EVOLUTIONARY ALGORITHMS;

EID: 38749149574     PISSN: 14768186     EISSN: 17518520     Source Type: Journal    
DOI: 10.1007/s11633-008-0067-2     Document Type: Article

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