Multi-Guide Set-Based Particle Swarm Optimization for Multi-Objective Portfolio Optimization
Portfolio optimization is a multi-objective optimization problem (MOOP) with risk and profit, or some form of the two, as competing objectives. Single-objective portfolio optimization requires a trade-off coefficient to be specified in order to balance the two objectives. Erwin and Engelbrecht propo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-01-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/16/2/62 |