Large-Scale Portfolio Optimization Problem Under Cardinality Constraint With Enhanced Multi-Objective Evolutionary Algorithms

By Danial Ramezani, Mostafa Abouei Ardakan

Published 2026-07-10

Everscope rating

1536.8

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Enhanced NSGA-II with Novel Encoding, Mating Strategies, and Repair Mechanisms. Problem types: Portfolio Optimization, Multi-objective Optimization, Mixed-integer Programming, Constrained Optimization.

arXiv:2607.09566 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.