A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization

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A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization

Portfolio optimization involves the optimal assignment of limited capital to different available financial assets to achieve a reasonable trade-off between profit and risk objectives. In this paper, we studied the extended Markowitz's mean-variance portfolio optimization model. We considered th...

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Bibliographic Details
Main Authors:	Lwin, Khin, Qu, Rong, Kendall, Graham
Format:	Article
Published:	Elsevier 2014
Online Access:	https://eprints.nottingham.ac.uk/28272/

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