Algorithm based on heuristic subspace searching strategy for solving investment portfolio optimization problems

2008 IEEE Congress on Evolutionary Computation, CEC 2008

Volumn , Issue , 2008, Pages 607-611

  Jiang, Dazhi ^a   Wu, Zhijian ^a   Zou, Jun ^b   Wei, Ming ^a   Kang, Lishan ^a  

^a WUHAN UNIVERSITY   (China)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; BOOLEAN FUNCTIONS; CALCULATIONS; CONJUGATE GRADIENT METHOD; EVOLUTIONARY ALGORITHMS; FINANCIAL DATA PROCESSING; GLOBAL OPTIMIZATION; HEURISTIC ALGORITHMS; HEURISTIC METHODS; INVESTMENTS; NEWTON-RAPHSON METHOD; OPTIMIZATION; PARALLEL ALGORITHMS;

EVOLUTIONARY COMPUTATIONS; GLOBAL OPTIMIZATION ALGORITHMS; HIGH EFFICIENCIES; INVESTMENT PORTFOLIOS; NEWTON METHODS; PORTFOLIO INVESTMENTS; RIGOROUS CONSTRAINTS; SEARCHING ALGORITHMS; SEARCHING STRATEGIES; SUB SPACES;

PROBLEM SOLVING;

EID: 55749112484     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2008.4630858     Document Type: Conference Paper

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