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Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition
12 references·16 citing·34 second hop
Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition (2011)Applying a GA kernel on optimizing techni…Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (2008)Portfolio optimization with a…Particle swarm optimization approach to portfolio optimization (2008)Particle swarm optimization a…WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)WHAT DO WE KNOW ABOUT THE PRO…An MCDM approach to portfolio optimization (2003)An MCDM approach to portfolio…Local Search Techniques for Constrained Portfolio Selection Problems (2002)Local Search Techniques for C…Heuristics for cardinality constrained portfolio optimisation (2000)Heuristics for cardinality co…Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…A non-random walk down Wall Street (1999)A non-random walk down Wall S…Global Portfolio Optimization (1992)Global Portfolio OptimizationManaging Investment Portfolios: A Dynamic Process (1990)Managing Investment Portfolio…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetPortfolio Selection (1952)Portfolio SelectionStock Trading Strategies Based on Deep Reinforcement Learning (2022)Stock Trading Strategies Base…Robust mean-risk portfolio optimization using machine learning-based trade-off parameter (2021)Robust mean-risk portfolio op…Training Multilayer Perceptron with Genetic Algorithms and Particle Swarm Optimization for Modeling Stock Price Index Prediction (2020)Training Multilayer Perceptro…Machine learning applied in the stock market through the Moving Average Convergence Divergence (MACD) indicator (2020)Machine learning applied in t…Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends (2019)Metaheuristics for rich portf…Combining Support Vector Machine with Genetic Algorithms to optimize investments in Forex markets with high leverage (2018)Combining Support Vector Mach…Combining NeuroEvolution and Principal Component Analysis to trade in the financial markets (2018)Combining NeuroEvolution and …A Technical Analysis Information Fusion Approach for Stock Price Analysis and Modeling (2018)A Technical Analysis Informat…Incorporating Markov decision process on genetic algorithms to formulate trading strategies for stock markets (2016)Incorporating Markov decision…A study of ANFIS-based multi-factor time series models for forecasting stock index (2016)A study of ANFIS-based multi-…A hybrid fuzzy time series model based on ANFIS and integrated nonlinear feature selection method for forecasting stock (2016)A hybrid fuzzy time series mo…A fuzzy-hybrid analytic model to assess investors' perceptions for industry selection (2016)A fuzzy-hybrid analytic model…Stock trading rule discovery with an evolutionary trend following model (2014)Stock trading rule discovery …Modeling fitting-function-based fuzzy time series patterns for evolving stock index forecasting (2014)Modeling fitting-function-bas…An evolutionary trend reversion model for stock trading rule discovery (2014)An evolutionary trend reversi…A hybrid approach to portfolio composition based on fundamental and technical indicators (2014)A hybrid approach to portfoli…Portfolio Selection: Efficient Diversification of Investments (1959)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Heuristic algorithms for the cardinality constrained efficient frontier (2011)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Forecasting Stock Returns (2013)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Portfolio Selection: Efficient Diversification of Investments. (1962)Simulated annealing for complex portfolio selection problems (2003)Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem (2011)Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)A comprehensive review of deterministic models and applications for mean-variance portfolio optimization (2019)A brief review of portfolio optimization techniques (2022)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns (1984)Air pollution and stock returns: Evidence from a natural experiment (2015)Environmental, social and governance factors and assessing firm value: valuation, signalling and stakeholder perspectives (2021)Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches (2010)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)Noisy Time Series Prediction using Recurrent Neural Networks and Grammatical Inference (2001)Risk Management for Hedge Funds: Introduction and Overview (2001)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)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
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  • 1973A Random Walk Down Wall Street1,743 cited
  • 2000Heuristics for cardinality constrained portfolio optimisation927 cited
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications771 cited
  • 1999A non-random walk down Wall Street647 cited
  • 2007WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?609 cited
  • 2003An MCDM approach to portfolio optimization323 cited
  • 2008Particle swarm optimization approach to portfolio optimization260 cited
  • 1990Managing Investment Portfolios: A Dynamic Process241 cited
  • 2008Portfolio optimization with an envelope-based multi-objective evolutionary algorithm199 cited
  • 2002Local Search Techniques for Constrained Portfolio Selection Problems145 cited

Cited by

  • 2019Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends86 cited
  • 2016A hybrid fuzzy time series model based on ANFIS and integrated nonlinear feature selection method for forecasting stock85 cited
  • 2020Training Multilayer Perceptron with Genetic Algorithms and Particle Swarm Optimization for Modeling Stock Price Index Prediction

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82 cited
  • 2016A fuzzy-hybrid analytic model to assess investors' perceptions for industry selection81 cited
  • 2018Combining Support Vector Machine with Genetic Algorithms to optimize investments in Forex markets with high leverage73 cited
  • 2014Stock trading rule discovery with an evolutionary trend following model70 cited
  • 2014A hybrid approach to portfolio composition based on fundamental and technical indicators60 cited
  • 2016Incorporating Markov decision process on genetic algorithms to formulate trading strategies for stock markets49 cited
  • 2014Modeling fitting-function-based fuzzy time series patterns for evolving stock index forecasting48 cited
  • 2018Combining NeuroEvolution and Principal Component Analysis to trade in the financial markets45 cited
  • 2022Stock Trading Strategies Based on Deep Reinforcement Learning40 cited
  • 2020Machine learning applied in the stock market through the Moving Average Convergence Divergence (MACD) indicator36 cited
  • 2021Robust mean-risk portfolio optimization using machine learning-based trade-off parameter34 cited
  • 2016A study of ANFIS-based multi-factor time series models for forecasting stock index33 cited
  • 2018A Technical Analysis Information Fusion Approach for Stock Price Analysis and Modeling32 cited
  • 2014An evolutionary trend reversion model for stock trading rule discovery30 cited