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Bullah et al., 2023 - Google Patents

A learnheuristic approach to a constrained multi-objective portfolio optimisation problem

Bullah et al., 2023

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Document ID
15638033555908536402
Author
Bullah S
van Zyl T
Publication year
Publication venue
Proceedings of the 2023 7th International Conference on Intelligent Systems, Metaheuristics & Swarm Intelligence

External Links

Snippet

Multi-objective portfolio optimisation is a critical problem researched across various fields of study as it achieves the objective of maximising the expected return while minimising the risk of a given portfolio at the same time. However, many studies fail to include realistic …
Continue reading at dl.acm.org (PDF) (other versions)

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