Downloads The download link of this project follows. Portfolio Optimization using Classic Methods and Intelligent Methods (PSO, ICA, NSGA-II, and SPEA2) in MATLAB Download Citing This Work If you wish, you can cite this content as follows. Cite as: Mostapha Kalami Heris, Classic and Intelligent Portfolio Optimization in MATLAB (URL: https://yarpiz.com/391/ypap112-portfolio-optimization), Yarpiz, 2015.

Strength Pareto Evolutionary Algorithm 2 (SPEA2) is an extended version of SPEA multi-objective evolutionary optimization algorithm. This algorithm utilized a mechanism like k-Nearest Neighbor (kNN) and a specialized ranking system to sort the members of the population, and select the next generation of population, from combination of current population and off-springs created by genetic operators (mutation and crossover). SPEA2 is ...