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PhD Theses /
Results of Epoch-based Operator Applications in MOMAs for Portfolio Optimization
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Category: Data
Description: Results of a multiobjective memetic algorithm (MA) and non-memetic MOEAs applied to constrained portfolio optimization. This includes selective application of knowledge-augmented operators (local search and a memory of elite solutions) based on the search epoch in which the algorithm finds itself, as well as the comparative performance of the MA to other algorithms. The data used in the experimentation corresponds to the Colombian Stock Market from 2010 to 2016.
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Colombian Stock Market Data 2010-2016
This dataset comprises monthly closing prices in the Colombian Stock Market (Bolsa de Valores de Colombia – BVC) of twenty capital funds for years 201...
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