Performance Comparison of Non-Dominated Sorting Genetic Algorithm with strength Pareto evolutionary algorithm in Selecting Optimal Portfolios in Tehran Stock Exchange
Objective: One of the most important issues for all investors, including individual and institutional investors in the stock market, is finding the optimal portfolio. Identifying the optimal portfolio in the stock market can be considered a two-objective optimization problem. This problem maximizes...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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University of Tehran
2022-09-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_89452_b0a4bbc05f498b4adef4e6114bd10f25.pdf |