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.