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An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original languageEnglish
Title of host publicationMENDEL 2010 - 16th International Conference on Soft Computing
Subtitle of host publicationEvolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods
PublisherBrno University of Technology
Pages1-6
Number of pages6
ISBN (Print)9788021441200
Publication statusPublished - 2010
Externally publishedYes
Event16th International Conference on Soft Computing: Evolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods, MENDEL 2010 - Brno, Czech Republic
Duration: 23 Jun 2010 → 25 Jun 2010

Publication series

NameMendel
ISSN (Print)1803-3814

Conference

Conference16th International Conference on Soft Computing: Evolutionary Computation, Genetic Programming, Fuzzy Logic, Rough Sets, Neural Networks, Fractals, Bayesian Methods, MENDEL 2010
Country/TerritoryCzech Republic
CityBrno
Period23/06/10 → 25/06/10

Keywords

  • Evolutionary algorithm
  • Portfolio optimization
  • Probabilistic constraints
  • Stochastic optimization

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