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

Yinnan Chen, Lingjuan Ye, Rui Li, Xin-Chao Zhao

2023Journal of Systems Science and Complexity10 citationsDOI

Topics & Concepts

Computer scienceEvolutionary algorithmPortfolioMathematical optimizationComplex systemAlgorithmArtificial intelligenceFinanceEconomicsMathematicsAdvanced Multi-Objective Optimization AlgorithmsProcess Optimization and IntegrationEnergy Load and Power Forecasting