A portfolio optimization model using Genetic Network Programming with control nodes

Expert Systems with Applications

Volumn 36, Issue 7, 2009, Pages 10735-10745

  Chen, Yan ^a   Ohkawa, Etsushi ^a   Mabu, Shingo ^a   Shimada, Kaoru ^a   Hirasawa, Kotaro ^a  

^a WASEDA UNIVERSITY   (Japan)

Author keywords

Control node; Genetic Network Programming; Portfolio optimization; Reinforcement learning

Indexed keywords

CANDLESTICK CHARTS; CONTROL NODE; EVOLUTIONARY COMPUTATIONS; EVOLUTIONARY METHODS; GENETIC NETWORK PROGRAMMING; OPTIMIZATION MODELS; OPTIMIZATION SYSTEMS; PORTFOLIO OPTIMIZATION; PORTFOLIO OPTIMIZATION MODELS; STOCK MARKET SHOWS; STOCK MARKETS; TECHNICAL ANALYSIS; TECHNICAL INDICES; TRADING RULES;

COMMERCE; EDUCATION; EVOLUTIONARY ALGORITHMS; FINANCIAL DATA PROCESSING; GENETIC PROGRAMMING; OPTIMIZATION; REINFORCEMENT; REINFORCEMENT LEARNING; SCADA SYSTEMS;

GENETIC ENGINEERING;

EID: 67349108290     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2009.02.049     Document Type: Article

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