<italic>I</italic><sub><italic>ϵ</italic>+</sub>LGEA: A Learning-Guided Evolutionary Algorithm Based on <italic>I</italic><sub><italic>ϵ</italic>+</sub> Indicator for Portfolio Optimization
<p>Portfolio optimization is a classical and important problem in the field of asset management, which aims to achieve a trade-off between profit and risk. Previous portfolio optimization models use traditional risk measurements such as variance, which symmetrically delineate both positive and...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Tsinghua University Press
2023-09-01
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| Series: | Complex System Modeling and Simulation |
| Subjects: | |
| Online Access: | https://www.sciopen.com/article/10.23919/CSMS.2023.0012 |