Performance investigation and comparison of two evolutionary algorithms in portfolio optimization: Genetic and particle swarm optimization

@article{Talebi2010PerformanceIA,
  title={Performance investigation and comparison of two evolutionary algorithms in portfolio optimization: Genetic and particle swarm optimization},
  author={A. Talebi and M. Molaei and M. Sheikh},
  journal={2010 2nd IEEE International Conference on Information and Financial Engineering},
  year={2010},
  pages={430-437}
}
Contrary to the growing use of portfolios and in spite of its rich literature, there are some problems and unanswered questions. The aim of this work is to be a useful instrument for helping fin anco practitioners and researchers with the portfolio selection problem. This study first reviews Modern Portfolio Theory's literature and describes the investment selection process. Second, this paper specifically aims at applying efficient optimization methods for solving the portfolio selection… Expand

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