Large-Scale Portfolio Optimization Problem Under Cardinality Constraint With Enhanced Multi-Objective Evolutionary Algorithms 文章

ArXiv CS.AI2026-07-13PAPERen作者: Danial Ramezani, Mostafa Abouei Ardakan

详细信息

来源站点
ArXiv CS.AI
作者
Danial Ramezani, Mostafa Abouei Ardakan
文章类型
PAPER
语言
en
发布日期
2026-07-13

摘要

arXiv:2607.09566v1 Announce Type: cross Abstract: Decision-making is posing an increasingly formidable challenge to investors because of the growing number of alternatives available in financial markets. A hot area of research over the past few decades has been portfolio optimization that seeks to determine how much an investor should invest in which asset. Introducing real-world conditions to the optimization model turns the problem into an NP-hard one for whose solution exact methods become inefficient; hence, researchers have turned to evolutionary algorithms to approximate solutions. In this paper, strengthening strategies are presented for multi-objective evolutionary algorithms that can provide a faster convergence rate and extensive search ability in the portfolio optimization problem under the cardinality constraint.