Active portfolio management from a fuzzy multi-objective programming perspective

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 6025 LNCS, Issue PART 2, 2010, Pages 222-231

  Thomaidis, Nikos S ^a  

^a UNIVERSITY OF THE AEGEAN   (Greece)

Author keywords

Active portfolio management; Cardinality constraints; Evolutionary computation; Fuzzy multi objective programming; Genetic algorithms; Particle swarm optimisation; Simulated annealing

Indexed keywords

BIOMIMETICS; EVOLUTIONARY ALGORITHMS; FINANCIAL DATA PROCESSING; GENETIC ALGORITHMS; HEURISTIC METHODS; INVESTMENTS; MONTE CARLO METHODS; MULTIOBJECTIVE OPTIMIZATION; PARTICLE SWARM OPTIMIZATION (PSO); SIMULATED ANNEALING;

CARDINALITY CONSTRAINTS; DOW JONES INDUSTRIAL AVERAGES; FUNDAMENTAL ANALYSIS; MULTIOBJECTIVE PROGRAMMING; OPTIMISATION PROCEDURES; PARTICLE SWARM OPTIMISATION; PORTFOLIO CONSTRAINTS; PORTFOLIO MANAGEMENTS;

FINANCIAL MARKETS;

EID: 77952336807     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-12242-2_23     Document Type: Conference Paper

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