Multi-Objective Portfolio Optimization Strategy Using the SPEA-II Algorithm
In the finance world, the precise selection and optimization of stock portfolios are of paramount importance. This study explores the application of intelligent algorithms, particularly the multi-objective of Strength Pareto Evolutionary Algorithm II (SPEA-II), alongside traditional methods to dete...
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Main Authors: | Alireza Azarberahman, Malihe Tohidinia, Hossein Aliakbarzadeh |
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Format: | Article |
Language: | English |
Published: |
UUM Press
2025-01-01
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Series: | Journal of ICT |
Subjects: | |
Online Access: | https://e-journal.uum.edu.my/index.php/jict/article/view/24804 |
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