A multi-population evolutionary algorithm for multi-objective constrained portfolio optimization problem

Due to the rapid development of the financial market, the portfolio selection problem has become of the most complex problem in finance. This paper proposes a new multi-objective evolutionary algorithm based on multi-population, called MP-MOEA, to handle the multi-objective constrained portfolio opt...

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Bibliographic Details
Published in:	The Artificial intelligence review Vol. 56; no. Suppl 3; pp. 3299 - 3340
Main Authors:	Hemici, Meriem, Zouache, Djaafar
Format:	Journal Article
Language:	English
Published:	Dordrecht Springer Netherlands 01.12.2023 Springer Springer Nature B.V
Subjects:	Algorithms Archives & records Artificial Intelligence Complexity Computer Science Convergence Crowding Datasets Economic development Evolutionary algorithms Experiments Financial market Financial markets Functional heads Genetic algorithms Global local relationship International trade Investment analysis Multiple objective analysis Objectives Optimization Political aspects Portfolios Quantitative analysis Statistical analysis Variance analysis Multi-objective constrained portfolio optimization problem (MOCPOP) Multiobjective evolutionary algorithm (MOEA) Multi-population
ISSN:	0269-2821, 1573-7462
Online Access:	Get full text
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