Open AccessA novel evolutionary optimization algorithm based solution approach for portfolio selection problem
Author(s) -
Mohammad Shahid,
Mohd Shamim,
Zubair Ashraf,
Mohd Shamim Ansari
Publication year - 2022
Publication title -
iaes international journal of artificial intelligence
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.341
H-Index - 7
eISSN - 2252-8938
pISSN - 2089-4872
DOI - 10.11591/ijai.v11.i3.pp843-850
Subject(s) - computer science , mathematical optimization , portfolio optimization , evolutionary algorithm , portfolio , modern portfolio theory , genetic algorithm , sharpe ratio , evolutionary computation , population , selection (genetic algorithm) , mathematics , artificial intelligence , economics , demography , sociology , financial economics