Constructing investment strategy portfolios by combination genetic algorithms

Expert Systems with Applications

Volumn 36, Issue 2 PART 2, 2009, Pages 3824-3828

  Chen, Jiah Shing ^a   Hou, Jia Li ^b   Wu, Shih Min ^a   Chang Chien, Ya Wen ^a  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b NATIONAL DONG HWA UNIVERSITY   (Taiwan)

Author keywords

Capital allocation; Combination genetic algorithm; Genetic algorithms (GA); Investment strategy portfolio; Portfolio

Indexed keywords

GENETIC ALGORITHMS; INVESTMENTS; STRATEGIC PLANNING;

CAPITAL ALLOCATION; COMBINATION GENETIC ALGORITHM; COMBINATION OPTIMIZATION; INVESTMENT STRATEGY; INVESTMENT STRATEGY PORTFOLIO; PORTFOLIO; SECURITY RULES;

FINANCIAL MARKETS;

EID: 56349127716     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2008.02.019     Document Type: Article

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