Multi-Objective Portfolio Optimization Strategy Using the SPEA-II Algorithm

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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Bibliographic Details
Main Authors: Alireza Azarberahman, Malihe Tohidinia, Hossein Aliakbarzadeh
Format: Article
Language:English
Published: UUM Press 2025-01-01
Series:Journal of ICT
Subjects:
Multi-objective strategy
Pareto front
SPEA-II optimization
Markowitz model
Online Access:https://e-journal.uum.edu.my/index.php/jict/article/view/24804
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