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Volumn , Issue , 2007, Pages 196-203

Modelling cost into a genetic algorithm-based portfolio optimization system by seeding and objective sharing

Author keywords

[No Author keywords available]

Indexed keywords

EUCLIDEAN DISTANCE; PORTFOLIO OPTIMIZATION SYSTEM;

EID: 57349120924     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2007.4424472     Document Type: Conference Paper
Times cited : (32)

References (10)
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    • 84931320062 scopus 로고    scopus 로고
    • A short tutorial on evolutionary multiobjective optimization
    • E. Zitzler, K. Deb, L. Thiele, C. A. C. Coello, and D. Corne, editors, First International Conference on Evolutionary Multi-Criterion Optimization. Springer-Verlag
    • C. A. Coello Coello. A Short Tutorial on Evolutionary Multiobjective Optimization. In E. Zitzler, K. Deb, L. Thiele, C. A. C. Coello, and D. Corne, editors, First International Conference on Evolutionary Multi-Criterion Optimization, pages 21-40. Springer-Verlag. Lecture Notes in Computer Science No. 1993, 2001.
    • (2001) Lecture Notes in Computer Science No. 1993 , pp. 21-40
    • Coello Coello, C.A.1
  • 3
    • 31344451347 scopus 로고    scopus 로고
    • Risk adjusted returns from technical trading: A genetic programming approach
    • C. Fyfe, J. P. Marney, and H. Tarbet. Risk adjusted returns from technical trading: a genetic programming approach. Applied Financial Economics, 15:1073-1077, 2005.
    • (2005) Applied Financial Economics , vol.15 , pp. 1073-1077
    • Fyfe, C.1    Marney, J.P.2    Tarbet, H.3
  • 4
    • 40649090803 scopus 로고    scopus 로고
    • An effective decision-based genetic algorithm approach to multiobjective portfolio optimizaton problem
    • C.-M. Lin. An effective decision-based genetic algorithm approach to multiobjective portfolio optimizaton problem. Applied Mathematical Sciences, 1(5):201-210, 2007.
    • (2007) Applied Mathematical Sciences , vol.1 , Issue.5 , pp. 201-210
    • Lin, C.-M.1
  • 5
    • 26844542019 scopus 로고    scopus 로고
    • A genetic algorithm for solving portfolio optimization problems with transaction costs and minimum transacton lots
    • D. Lin, X. Li, and M. Li. A genetic algorithm for solving portfolio optimization problems with transaction costs and minimum transacton lots. LNCS, (3612):808-811, 2005.
    • (2005) LNCS , Issue.3612 , pp. 808-811
    • Lin, D.1    Li, X.2    Li, M.3
  • 6
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    • 33847416925 scopus 로고    scopus 로고
    • Evolutionary algorithms and the cardinality constrained portfolio optimization problem
    • D. Ahr, R. Fahrion, M. Oswald, and G. Reinelt, editors, Springer, September
    • F. Streichert, H. Ulmer, and A. Zell. Evolutionary algorithms and the cardinality constrained portfolio optimization problem. In D. Ahr, R. Fahrion, M. Oswald, and G. Reinelt, editors, Operations Research Proceedings. Springer, September 2003.
    • (2003) Operations Research Proceedings
    • Streichert, F.1    Ulmer, H.2    Zell, A.3
  • 9
    • 40649114925 scopus 로고    scopus 로고
    • Using genetic programming with negative parsimony pressure on exons for portfolio optimization
    • R. Sarker, R. Reynolds, H. Abbass, K. C. Tan, B. McKay, D. Essam, and T. Gedeon, editors, Canberra, 8-12 Dec. 2003. IEEE Press
    • N. Svangard, P. Nordin, and S. Lloyd. Using genetic programming with negative parsimony pressure on exons for portfolio optimization. In R. Sarker, R. Reynolds, H. Abbass, K. C. Tan, B. McKay, D. Essam, and T. Gedeon, editors, Proceedings of the 2003 Congress on Evolutionary Computation CEC2003, pages 1014-1017, Canberra, 8-12 Dec. 2003. IEEE Press.
    • Proceedings of the 2003 Congress on Evolutionary Computation CEC2003 , pp. 1014-1017
    • Svangard, N.1    Nordin, P.2    Lloyd, S.3
  • 10
    • 33746617386 scopus 로고    scopus 로고
    • Improving portfolio efficiency: A genetic algorithm approach
    • X. Yang. Improving portfolio efficiency: A genetic algorithm approach. Computational Economics, 28(1):1-14, 2006.
    • (2006) Computational Economics , vol.28 , Issue.1 , pp. 1-14
    • Yang, X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.