A Multi-Period Constrained Multi-Objective Evolutionary Algorithm with Orthogonal Learning for Solving the Complex Carbon Neutral Stock Portfolio Optimization Model

Financial market has systemic complexity and uncertainty. For investors, return and risk often coexist. How to rationally allocate funds into different assets and achieve excess returns with effectively controlling risk are main problems to be solved in the field of portfolio optimization (PO). At p...

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Vydané v:	Journal of systems science and complexity Ročník 36; číslo 2; s. 686 - 715
Hlavní autori:	Chen, Yinnan, Ye, Lingjuan, Li, Rui, Zhao, Xinchao
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Berlin/Heidelberg Springer Berlin Heidelberg 01.04.2023 Springer Nature B.V
Predmet:	Carbon Carbon offsets Complex Systems Complexity Constraint modelling Constraints Control Evolutionary algorithms Genetic algorithms Machine learning Mathematics Mathematics and Statistics Mathematics of Computing Multiple objective analysis Operations Research/Decision Theory Optimization Optimization models Risk management Statistics Systems Theory Constrained multi-objective optimization multi-period constrained multi-objective evolutionary algorithm portfolio optimization carbon-neutral orthogonal learning
ISSN:	1009-6124, 1559-7067
On-line prístup:	Získať plný text
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