This is a preview. Log in through your library . Abstract This paper discusses the use of a Multi-Objective Genetic Algorithm to optimize a technology portfolio for a commercial transport. When ...

In this paper, the authors solve the problem of static portfolio allocation based on historical Value at Risk (VaR) by using Genetic Algorithm (GA). VaR is a predominantly used measure of risk of ...

Portfolio selection and optimisation strategies have evolved considerably over recent decades, driven by the need to manage increasingly complex financial markets and account for diverse sources of ...

Immigration is generally considered an option in genetic algorithms, but I have found immigration to be extremely useful in almost all situations where I use evolutionary optimization. The idea of ...

Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...

Introduction: The Portfolio Optimization Process Needs to Be Revamped. For decades, portfolio optimization has been the pinnacle of modern finance. In the 1950s, with the introduction of Harry ...