Genetic algorithms in multi-stage asset allocation system

Proceedings of the IEEE International Conference on Systems, Man and Cybernetics

Volumn 3, Issue , 2002, Pages 316-321

  Chan, Man Chung ^a   Wong, Chi Cheong ^a   Cheung, Bernard K S ^a   Tang, Gordon Y N ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

Asset allocation; Genetic Algorithms; Multi stage stochastic optimization

Indexed keywords

GENETIC ALGORITHMS; MATHEMATICAL MODELS; OPTIMIZATION; PROBLEM SOLVING;

ASSET ALLOCATION;

DECISION MAKING;

EID: 0038345943     PISSN: 08843627     EISSN: None     Source Type: Journal    
DOI: 10.1109/ICSMC.2002.1176060     Document Type: Article

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