Multi-objective portfolio optimization using real coded genetic algorithm based support vector machines

Investors need to grasp how liquidity affects both risk and return in order to optimize their portfolio performance. There are three classes of stocks that accommodate those criteria: Liquid, high-yield, and less-risky. Classifying stocks help investors build portfolios that align with their risk pr...

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Bibliographic Details
Published in:	Iranian Journal of Numerical Analysis and Optimization
Main Authors:	B. Surja, L. Chin, F. Kusnadi
Format:	Article
Language:	English
Published:	Ferdowsi University of Mashhad 2025-06-01
Subjects:	genetic algorithm liquidity multi-objective optimization one-versus-one support vector machines radial basis functions
Online Access:	https://ijnao.um.ac.ir/article_46386_f4520351f87da448b113e86daa535120.pdf

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