HIGHLIGHTS
- who: Evolutionary Algorithms and colleagues from the School of Electric and Information Engineering, Zhongyuan University of Technology, Zhengzhou, China have published the paper: Large-Scale Portfolio Optimization Using Multiobjective Evolutionary Algorithms and Preselection Methods, in the Journal: Mathematical Problems in Engineering of 20/02/2017
- how: In this work instead of considering a single investment period T periods were used for the optimization.
- future: These constraints will be considered in the future work.
SUMMARY
In modern financial markets, portfolio allocation is one of the major problems faced by investors . . .
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