A Novel Multi Objective Genetic Algorithm for the Portfolio Optimization
作者： Vitoantonio Bevilacqua , Vincenzo Pacelli , Stefano Saladino
DOI: 10.1007/978-3-642-24728-6_25
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摘要: In this paper we propose a new implementation of multi objective genetic algorithm that handles constrained problems to approach the financial problem portfolio optimization. The is and empirically apply multi-objective for optimization extending Markowitz mean-variance model ([1,2] Markowitz, 1952 1959). At end obtained results are discussed compared with non linear other different techniques.
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