Multiobjective algorithms with resampling for portfolio optimization

被引：0
|
作者：
机构：
[1] García, Sandra
[2] Quintana, David
[3] Galván, Inés M.
[4] Isasi, Pedro
来源：
| 1600年 / Slovak Academy of Sciences卷 / 32期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [21] Time-stamped resampling for robust evolutionary portfolio optimization
    Garcia, Sandra
    Quintana, David
    Galvan, Ines M.
    Isasi, Pedro
    EXPERT SYSTEMS WITH APPLICATIONS, 2012, 39 (12) : 10722 - 10730
  • [22] Combining equilibrium, resampling, and analyst's views in portfolio optimization
    Barros Fernandes, Jose Luiz
    Haas Ornelas, Jose Renato
    Martinez Cusicanqui, Oscar Augusto
    JOURNAL OF BANKING & FINANCE, 2012, 36 (05) : 1354 - 1361
  • [23] Cooperative coevolutionary algorithms for multiobjective optimization
    Liu, Jianguo
    Wu, Weiping
    Journal of Computational Information Systems, 2008, 4 (06): : 2615 - 2621
  • [24] Multiobjective Evolutionary Algorithms for Portfolio Management: A comprehensive literature review
    Metaxiotis, K.
    Liagkouras, K.
    EXPERT SYSTEMS WITH APPLICATIONS, 2012, 39 (14) : 11685 - 11698
  • [25] An Overview of Evolutionary Algorithms in Multiobjective Optimization
    Fonseca, Carlos M.
    Fleming, Peter J.
    EVOLUTIONARY COMPUTATION, 1995, 3 (01) : 1 - 16
  • [26] Multiobjective optimization using genetic algorithms
    Ashikaga Inst of Technology, Ashikaga, Japan
    J Eng Valuation Cost Analys, 4 (303-310):
  • [27] Interval Multiobjective Optimization With Memetic Algorithms
    Sun, Jing
    Miao, Zhuang
    Gong, Dunwei
    Zeng, Xiao-Jun
    Li, Junqing
    Wang, Gaige
    IEEE TRANSACTIONS ON CYBERNETICS, 2020, 50 (08) : 3444 - 3457
  • [28] Benchmarking evolutionary multiobjective optimization algorithms
    Mersmann, Olaf
    Trautmann, Heike
    Naujoks, Boris
    Weihs, Claus
    2010 IEEE CONGRESS ON EVOLUTIONARY COMPUTATION (CEC), 2010,
  • [29] Multiobjective Evolutionary Algorithm Portfolio: Choosing Suitable Algorithm for Multiobjective Optimization Problem
    Yuen, Shiu Yin
    Zhang, Xin
    2014 IEEE CONGRESS ON EVOLUTIONARY COMPUTATION (CEC), 2014, : 1967 - 1973
  • [30] Portfolio Construction Using Neural Networks and Multiobjective Optimization
    Tsonev, Tsvetelin
    Georgiev, Slavi
    Georgiev, Ivan
    Mihova, Vesela
    Pavlov, Velizar
    NEW TRENDS IN THE APPLICATIONS OF DIFFERENTIAL EQUATIONS IN SCIENCES, NTADES 2023, 2024, 449 : 359 - 370
12345