Metaheuristics for Portfolio Optimization: Application of NSGAII, SPEA2, and PSO Algorithms
This work looks for the optimal allocation of different assets, namely, the G7 stock indices, commodities (gold and WTI crude oil), cryptocurrencies (Bitcoin and Ripple), and S&P Green Bond, over four periods: before the COVID-19 crisis, during the COVID-19 crisis and before the Russia–Ukraine war,...
Wedi'i Gadw mewn:
| Prif Awduron: | , , |
|---|---|
| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
MDPI AG
2025-11-01
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| Cyfres: | Risks |
| Pynciau: | |
| Mynediad Ar-lein: | https://www.mdpi.com/2227-9091/13/11/227 |
| Tagiau: |
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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