Portfolio optimization is the process of determining the best combination of securities and
proportions with the aim of having less risk and obtaining more profit in an investment …

Dynamic control theory has long been used in solving optimal asset allocation problems,
and a number of trading decision systems based on reinforcement learning methods have …

Portfolio optimization is the process that aims to make a profitable asset distribution and
minimize the risk of loss. Usually, portfolio optimization is performed by a human analyst …

Portfolio optimization with cardinality constraints turns out to be a mixed-integer quadratic
programming problem which is proven to be NP-Complete that limits the efficiency of exact …

With the rapid development of financial market, a growing number of stocks become
available on the financial market. How to efficiently select these stocks to achieve higher …

Over the years, portfolio optimization remains an important decision-making strategy for
investment. The most familiar and widely used approach in the field of portfolio optimization …

A survey of the relevant literature shows that there have been many studies of the portfolio
optimization problem, and that the number of these studies that have been based on …

In order to solve the problem of portfolio optimization, this paper proposes a method that
combines multi-objective optimization and multi-attribute decision-making to solve the dual …

Portfolio selection is a key issue in the business world and financial fields. This article
presents a new decision making method of portfolio optimization (PO) issues in different risk …

Over the recent decades, Markowitz mean-variance models with additional constraints and
objectives have still attracted the attention of many researchers. Stock evaluation and …