Systems and methods for multi-objective portfolio analysis using pareto sorting evolutionary algorithms
作者： Piero Patrone Bonissone , Neil Holger White Eklund , Srinivas Bollapragada , Kete Charles Chalermkraivuth , Rajesh Venkat Subbu
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摘要: The systems and methods of the invention are directed to portfolio optimization related techniques. For example, provides a method for multi-objective use in investment decisions based on competing objectives plurality constraints constituting problem, comprising: generating an initial population solutions allocations; committing archive; performing process, archive multiple objectives, generate efficient frontier, process including evolutionary algorithm utilizing dominance filter, frontier being used decisioning.
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