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Subbu et al., 2005 - Google Patents

Multiobjective financial portfolio design: A hybrid evolutionary approach

Subbu et al., 2005

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Document ID
16051012552996143278
Author
Subbu R
Bonissone P
Eklund N
Bollapragada S
Chalermkraivuth K
Publication year
Publication venue
2005 IEEE congress on evolutionary computation

External Links

Snippet

A principal challenge in modern computational finance is efficient portfolio design-portfolio optimization followed by decision-making. Optimization based on even the widely used Markowitz two-objective mean-variance approach becomes computationally challenging for …
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    • G06Q10/00—Administration; Management
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