Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends

Jana Doering,Renatas Kizys,Angel A. Juan,Àngels Fitó,Onur Polat

Operations Research Perspectives（2019）

引用 37|浏览1

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摘要

•Reviews financial applications of metaheuristic algorithms.•Provides an updated review of rich portfolio optimization problems.•Provides an updated review of risk management problems.•Outlines future trends in applications of metaheuristics to finance.

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关键词

Portfolio optimisation,Risk management,Combinatorial optimisation,Metaheuristics

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