INVESTMENT PORTFOLIO OPTIMIZATION BY APPLYING A GENETIC ALGORITHM-BASED APPROACH

INVESTMENT PORTFOLIO OPTIMIZATION BY APPLYING A GENETIC ALGORITHM-BASED APPROACH

The investment portfolio optimization issues have been widely discussed by scholars for more than 60 years. One of the key issues that emerge for researchers is to clarify which optimization approach helps to build the most efficient portfolio (in this case, the efficiency refers to the minimization...

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Bibliographic Details
Main Authors: Petras Dubinskas, Laimutė Urbšienė
Format: Article
Language:English
Published: Vilnius University Press 2017-11-01
Series:Ekonomika
Subjects:
artificial intelligence
genetic algorithm
stochastic programming
investment portfolio optimization
Online Access:https://www.journals.vu.lt/ekonomika/article/view/10998

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