A multi-objective continuous genetic algorithm for financial portfolio optimization problem

Abstract

Financial portfolio management with both quantity and cardinality constraints can be modeled as a NP-hard continuous optimization problem where two objectives are optimized: maximizing the return of the portfolio and minimizing its risk. In this paper, we propose a work that aims at developing and tuning a multi-objective continuous genetic algorithm that… (More)
DOI: 10.1145/3067695.3075977

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