Genetic algorithm designed for solving portfolio optimization problems subjected to cardinality constraint

In the present study, a new algorithm named BEXPM-RM is proposed which require no constraint handling techniques to solve portfolio optimization problems subjected to budget, cardinality, and lower/upper bound constraints. The algorithm presented combines the BEX-PM (Thakur et al. in Appl Math Compu...

Full description

Saved in:

Bibliographic Details
Published in:	International journal of system assurance engineering and management Vol. 9; no. 1; pp. 294 - 305
Main Authors:	Jalota, Hemant, Thakur, Manoj
Format:	Journal Article
Language:	English
Published:	New Delhi Springer India 01.02.2018 Springer Nature B.V
Subjects:	Engineering Engineering Economics Fuzzy logic Fuzzy set theory Fuzzy sets Genetic algorithms Logistics Marketing Optimization Organization Original Article Probability theory Quality Control Reliability Repair Safety and Risk Upper bounds Swap mutation Real-coded genetic algorithms Budget Bounded exponential crossover Cardinality and lower/upper bound constraints
ISSN:	0975-6809, 0976-4348
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!