Our inclusion of skewness and kurtosis makes portfolio optimization a nonlinear, nonconvex and multi-objective problem; this has been solved with the use of a genetic algorithm. Empirical results ...

In order to maximize the efficiency, a heuristic search based algorithm - Genetic Algorithm (GA) is used. The problem is formulated as a multi-objective optimization problem (MOOP) where overall ...

Lysa Porth, Jeffrey Pai, Milton Boyd, A Portfolio Optimization Approach Using Combinatorics With a Genetic Algorithm for Developing a Reinsurance Model, The Journal of Risk and Insurance, Vol. 82, No.

Quantum computers could provide significantly better solutions more quickly. Credit: HZB The traveling salesman problem is considered a prime example of a combinatorial optimization problem.