Index fund selections with genetic algorithms and heuristic classifications

Computers and Industrial Engineering

Volumn 45, Issue 1, 2003, Pages 97-109

  Orito, Yukiko ^a   Yamamoto, Hisashi ^b   Yamazaki, Genji ^b  

^a ASHIKAGA INSTITUTE OF TECHNOLOGY   (Japan)

^b TOKYO METROPOLITAN UNIVERSITY   (Japan)

Author keywords

Genetic algorithms; Heuristic classifications; Index fund; Stock price index

Indexed keywords

GENETIC ALGORITHMS; HEURISTIC METHODS; INVESTMENTS;

INDEX FUNDS;

INDUSTRIAL ECONOMICS;

EID: 0037905608     PISSN: 03608352     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0360-8352(03)00020-2     Document Type: Article

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