Multiobjective Evolutionary Algorithms for Portfolio Management: A comprehensive literature review

By K. Metaxiotis, K. Liagkouras. 2012

186 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. M. Ugur Gudelek
2. A. Ozbayoglu
3. Omer Berat Sezer
4. Weiwei Jiang
5. Longbing Cao

In Management Science and Operations Research

1. M. Ugur Gudelek
2. Omer Berat Sezer
3. A. Ozbayoglu
4. Weiwei Jiang
5. Longbing Cao

Citations in the corpus

• Deep Learning for Financial Applications : A Survey (2020, background): “[126] surveyed the MOEAs implemented solely on the portfolio optimization problem.”
• A novel collaborative optimization algorithm in solving complex optimization problems (2016, methodology): “…optimization meth-ods were proposed to solve these NP-Hard problems in the past several decades, such as evolution algorithms (Pan et al. 2015; Metaxiotis and Liagkouras 2012) [genetic algorithm (GA), evolutionary programming (EP), differential evolution (DE), etc.], swarm intelligence…”