Systematic Initialization Approaches for Portfolio Optimization Problems
Selecting the number of assents to obtain the maximized expected return under the possible lowest risk is the main concern of portfolio optimization problems. Optimization algorithms -multi/many-objective- are evaluated to find the desired/possible level of investment. Converging to the best possibl...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2019-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/8703044/ |