Asset portfolio optimization using support vector machines and real-coded genetic algorithm

Journal of Global Optimization

Volumn 53, Issue 2, 2012, Pages 297-315

  Gupta, Pankaj ^a   Mehlawat, Mukesh Kumar ^a   Mittal, Garima ^a  

^a UNIVERSITY OF DELHI   (India)

Author keywords

Multicriteria decision making; Portfolio optimization; Real coded genetic algorithm; Support vector machines

Indexed keywords

FINANCIAL ASSETS; INTEGRATED APPROACH; MULTI CRITERIA DECISION MAKING; MULTI-CRITERIA; PORTFOLIO OPTIMIZATION; PORTFOLIO SELECTION; PORTFOLIO SELECTION PROBLEMS; PRE-DEFINED CLASS; REAL-CODED GENETIC ALGORITHM;

DECISION MAKING; FINANCIAL DATA PROCESSING; MATHEMATICAL MODELS;

SUPPORT VECTOR MACHINES;

EID: 84863723081     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-011-9692-3     Document Type: Conference Paper

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