A5083547272- Energy Load and Power Forecasting
- Risk and Portfolio Optimization
- Metaheuristic Optimization Algorithms Research
- Advanced Multi-Objective Optimization Algorithms
- Nonlinear Waves and Solitons
- Financial Markets and Investment Strategies
- Nonlinear Photonic Systems
- Fractional Differential Equations Solutions
- Capital Investment and Risk Analysis
- Process Optimization and Integration
- Evolutionary Algorithms and Applications
- Reservoir Engineering and Simulation Methods
Beijing University of Posts and Telecommunications
2015-2024
Due to the volatility and uncertainty of financial market, investors often use form portfolio actively manage their assets. Portfolio optimization (PO) is becoming more important for investors. However, PO frequently a kind NP-hard problem in field modern optimization, which has gradually attracted attention interest researchers. Some efficient mathematical models were built describe return risk portfolio. A lot precise approximate fast algorithms are used solve established models. The...
Portfolio optimization involves applying the concept of diversification across asset classes, which entails investing in a diverse range types to mitigate risk. It aims maximize net gains portfolio while simultaneously minimizing In this paper, principal component analysis and k-means algorithm are employed for stock screening, an enhanced differential evolution is proposed solve model. Through comprehensive data using clustering algorithm, it was discovered that certain factors have...