Multiobjective genetic programming for financial portfolio management in dynamic environments
Multiobjective (MO) optimisation is a useful technique for evolving portfolio optimisation solutions that span a range from high-return/high-risk to low-return/low-risk. The resulting Pareto front would approximate the risk/reward Efficient Frontier [Mar52], and simplifies the choice of investment m...
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University College London (University of London)
2010
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.565018 |