Open Access
Journal Article
Evolutionary Computation Techniques for Portfolio Optimization
by
Emily Taylor
TASC 2021 3(2):23; 10.69610/j.tasc.20211021 - 21 October 2021
Abstract
The title "Evolutionary Computation Techniques for Portfolio Optimization" highlights the application of evolutionary computation methods to the complex problem of portfolio optimization. This abstract delves into the core of the research, which investigates the use of evolutionary algorithms, such as genetic algorithms, particle swarm optimization, and artificial bee colony al
[...] Read more
The title "Evolutionary Computation Techniques for Portfolio Optimization" highlights the application of evolutionary computation methods to the complex problem of portfolio optimization. This abstract delves into the core of the research, which investigates the use of evolutionary algorithms, such as genetic algorithms, particle swarm optimization, and artificial bee colony algorithm, to enhance the efficiency and effectiveness of portfolio optimization strategies. The study focuses on the development of novel evolutionary computation techniques that can overcome the limitations of traditional optimization methods, such as local optima and computational complexity. By leveraging the robust search capabilities of evolutionary algorithms, the research aims to identify optimal portfolios that minimize risk while maximizing returns. The experimental results demonstrate that the proposed evolutionary computation-based strategies outperform conventional approaches in terms of both convergence speed and portfolio performance. This paper contributes to the field by providing a comprehensive analysis of evolutionary computation techniques and their practical implementation in portfolio optimization, offering new insights and potential solutions for financial institutions and investors.