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Constructing investment strategy portfolios by combination genetic algorithms · Study

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ArticleConstructing investment strategy portfolios by combination genetic algorithms

Jiah-Shing Chen2008

Article2008

Constructing investment strategy portfolios by combination genetic algorithms

Jiah-Shing Chen · Jia-Li Hou · Shih-Min Wu · Ya-Wen Chang-Chien

55 citations·0/0 files stored·Expert Systems with Applications

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Risk and Portfolio Optimization Metaheuristic Optimization Algorithms Research Optimization and Mathematical Programming

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References

1952Portfolio Selection 1990Stock market prediction system with modular neural networks 1994Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets 1994Genetic Algorithms and Investment Strategies 2000A model for portfolio selection with order of expected returns 2004Using genetic algorithm to support portfolio optimization for index fund management 1988The Encyclopedia of Technical Market Indicators 1989Investment rules, margin, and market volatility

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2013Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model 2018A constrained portfolio selection model at considering risk-adjusted measure by using hybrid meta-heuristic algorithms 2019An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm 2016Stock portfolio selection using Dempster–Shafer evidence theory

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Year2008

Typearticle

Published2008-03-05

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations55

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.eswa.2008.02.019

openalex_workW2002915411

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