Multiple populations co-evolutionary particle swarm optimization for multi-objective cardinality constrained portfolio optimization problem
Hong Zhao, Zong-Gan Chen, Zhi‐Hui Zhan, Sam Kwong, Jun Zhang
Topics & Concepts
Cardinality (data modeling)Mathematical optimizationParticle swarm optimizationComputer sciencePortfolio optimizationPortfolioMulti-objective optimizationOptimization problemEvolutionary algorithmStock marketFinanceMathematicsEconomicsData miningBiologyHorsePaleontologyMetaheuristic Optimization Algorithms ResearchAdvanced Multi-Objective Optimization AlgorithmsRisk and Portfolio Optimization