An investigation of portfolio optimization using modified NSGA-II algorithm
Biplab Mahapatra, Sanjay Mohapatra, Biswajit Samanta and Soumya Guha Deb
| Year of publication: |
2019
|
|---|---|
| Authors: | Mahapatra, Biplab ; Mohapatra, Sanjay ; Samanta, Biswajit ; Deb, Soumya Guha |
| Published in: |
South Asian journal of management : SAJM. - Hyderabad : AMDISA, ISSN 0971-5428, ZDB-ID 2446149-0. - Vol. 26.2019, 4, p. 133-150
|
| Subject: | Genetic Algorithm | Heuristics | NSGA-II | Portfolio optimization | Random Immigration | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm | Theorie | Theory | Heuristik | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |