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An improved learning automata based multi-objective whale optimization approach for multi-objective portfolio optimization in financial markets

Hakimeh Morteza, Seyed Mahdi Jameii, Mohammad Karim Sohrabi

2023Expert Systems with Applications25 citationsDOI

Topics & Concepts

Computer sciencePortfolio optimizationMulti-objective optimizationPortfolioMathematical optimizationSortingPareto principleOptimization problemHeuristicArtificial intelligenceMachine learningAlgorithmFinanceMathematicsEconomicsMetaheuristic Optimization Algorithms ResearchAdvanced Bandit Algorithms ResearchAdvanced Multi-Objective Optimization Algorithms
An improved learning automata based multi-objective whale optimization approach for multi-objective portfolio optimization in financial markets | Litcius