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Constructing investment strategy portfolios by combination genetic algorithms
9 references·4 citing·36 second hop
Constructing investment strategy portfolios by combination genetic algorithms (2008)Constructing investment strategy portfoli…Portfolio algorithm based on portfolio beta using genetic algorithm (2005)Portfolio algorithm based on …Using genetic algorithm to support portfolio optimization for index fund management (2004)Using genetic algorithm to su…A model for portfolio selection with order of expected returns (2000)A model for portfolio selecti…Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets (1994)Trading on the Edge: Neural, …Genetic Algorithms and Investment Strategies (1994)Genetic Algorithms and Invest…Stock market prediction system with modular neural networks (1990)Stock market prediction syste…Investment rules, margin, and market volatility (1989)Investment rules, margin, and…The Encyclopedia of Technical Market Indicators (1988)The Encyclopedia of Technical…Portfolio Selection (1952)Portfolio SelectionAn Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm (2019)An Effective Approach for Obt…A constrained portfolio selection model at considering risk-adjusted measure by using hybrid meta-heuristic algorithms (2018)A constrained portfolio selec…Stock portfolio selection using Dempster–Shafer evidence theory (2016)Stock portfolio selection usi…Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model (2013)Fuzzy Chance-Constrained Mult…Portfolio Selection: Efficient Diversification of Investments (1959)Continuous-Time Finance. (1991)Expert systems and evolutionary computing for financial investing: A review (2007)An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms (2017)Using genetic algorithm to support clustering-based portfolio optimization by investor information (2017)PORTFOLIO SELECTION* (1952)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Product-form design model based on genetic algorithms (2010)CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator (2011)A brief review of portfolio optimization techniques (2022)Fuzzy sets (1965)Fuzzy sets (1996)A Multi-Objective Portfolio Selection Model With Fuzzy Value-at-Risk Ratio (2018)A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints (2018)A polynomial goal programming approach for intuitionistic fuzzy portfolio optimization using entropy and higher moments (2019)Modern Portfolio Theory and Investment Analysis. (1982)A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (2012)A comprehensive review of deterministic models and applications for mean-variance portfolio optimization (2019)Financial forecasting using genetic algorithms (1996)Generating trading rules on the stock markets with genetic programming (2003)Artificial neural networks with evolutionary instance selection for financial forecasting (2005)A hybrid approach by integrating wavelet-based feature extraction with MARS and SVR for stock index forecasting (2012)Stock market forecasting using a multi-task approach integrating long short-term memory and the random forest framework (2021)Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022 (2023)Is smarter better? A comparison of adaptive, and simple moving average trading strategies (2005)Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review (2015)Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators (2021)A builder's guide to agent-based financial markets (2001)EXPECTATION BUBBLES IN A SPIN MODEL OF MARKETS: INTERMITTENCY FROM FRUSTRATION ACROSS SCALES (2001)Leverage causes fat tails and clustered volatility (2012)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Literature review: Machine learning techniques applied to financial market prediction (2019)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
this work references cited by second hop

References

  • 1952Portfolio Selection4,609 cited
  • 1990Stock market prediction system with modular neural networks654 cited
  • 1994Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets261 cited
  • 1994Genetic Algorithms and Investment Strategies260 cited
  • 2000A model for portfolio selection with order of expected returns187 cited
  • 2004Using genetic algorithm to support portfolio optimization for index fund management181 cited
  • 1988The Encyclopedia of Technical Market Indicators175 cited
  • 1989Investment rules, margin, and market volatility142 cited
  • 2005Portfolio algorithm based on portfolio beta using genetic algorithm77 cited

Cited by

  • 2013Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model52 cited
  • 2018A constrained portfolio selection model at considering risk-adjusted measure by using hybrid meta-heuristic algorithms51 cited
  • 2019An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm41 cited
  • 2016Stock portfolio selection using Dempster–Shafer evidence theory38 cited

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