An enhanced distributed differential evolution algorithm for portfolio optimization problems
Yingjie Song, Gaoyang Zhao, Bin Zhang, Huayue Chen, Wuquan Deng, Wu Deng
Topics & Concepts
Computer scienceDifferential evolutionMathematical optimizationPopulationEvolutionary algorithmLocal optimumPremature convergenceOptimization problemEvolutionary computationRobustness (evolution)PortfolioAlgorithmParticle swarm optimizationArtificial intelligenceMathematicsBiochemistryFinancial economicsDemographyEconomicsChemistrySociologyGeneMetaheuristic Optimization Algorithms ResearchAdvanced Multi-Objective Optimization AlgorithmsEvolutionary Algorithms and Applications