A Novel Multi-objective Evolutionary Algorithm Solving Portfolio Problem

@article{Zhou2014ANM,
  title={A Novel Multi-objective Evolutionary Algorithm Solving Portfolio Problem},
  author={Yuan Zhou and Hai-Lin Liu and Wenqin Chen and Jingqian Li},
  journal={JSW},
  year={2014},
  volume={9},
  pages={222-229}
}
With the improvement of complex and uncertain finance environment, the difficulty of portfolio problem is increasing. Whether or not the projects is successfully selected, directly affects the development of the investment companies. This paper firstly talks about the finance conditions in single term investment and then extends the investment from one term to many terms. After that, a multi-project and multi-term portfolio model through considering the remaining funds in different investment… CONTINUE READING