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Volumn , Issue , 2009, Pages 2379-2386

Constructing portfolio investment strategy based on time adapting genetic network programming

Author keywords

[No Author keywords available]

Indexed keywords

CANDLESTICK CHART; EVOLUTIONARY METHOD; GENETIC NETWORK PROGRAMMING; INVESTMENT STRATEGY; ON TIME; PORTFOLIO INVESTMENT; PORTFOLIO MODEL; PORTFOLIO OPTIMIZATION; STOCK MARKET SHOW; STOCK PRICE; TECHNICAL ANALYSIS; TECHNICAL INDEX;

EID: 70450032514     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2009.4983238     Document Type: Conference Paper
Times cited : (7)

References (16)
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    • Neural network techniques for financial performance prediction: integrating fundamental and technical analysis
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  • 5
    • 35048904648 scopus 로고    scopus 로고
    • A multiobjective genetic algorithm for portfolio selection problem
    • Hong Kong December
    • D. Lin, S. Wang, and H. Yan, "A multiobjective genetic algorithm for portfolio selection problem", In Proceedings of the ICOTA, Hong Kong, December 2001.
    • (2001) Proceedings of the ICOTA
    • Lin, D.1    Wang, S.2    Yan, H.3
  • 6
    • 30944453897 scopus 로고    scopus 로고
    • Portfolio algorithm based on portfolio beta using genetic algorithm
    • K. J. Oh, T. Y. Kim, S. H. Min, and H. Y. Lee, "Portfolio algorithm based on portfolio beta using genetic algorithm", Expert Systems with Applications, Vol .30, pp. 527-534, 2006.
    • (2006) Expert Systems with Applications , vol.30 , pp. 527-534
    • Oh, K.J.1    Kim, T.Y.2    Min, S.H.3    Lee, H.Y.4
  • 8
    • 0442328961 scopus 로고    scopus 로고
    • Generating trading rules on the stock markets with genetic programming
    • J. Potvin, P. Soriano, and M. Vallee, "Generating trading rules on the stock markets with genetic programming", Computers&Operations Research, Vol .31, pp. 1033-1047, 2004.
    • (2004) Computers&Operations Research , vol.31 , pp. 1033-1047
    • J. Potvin1    P. Soriano2    M. Vallee3
  • 9
    • 80053090163 scopus 로고    scopus 로고
    • A genetic programming model for bankruptcy prediction: Empirical evidence from Iran
    • to appear
    • H. Etemadi, A. A. A. Rostamy, and H. F. Dehkordi, "A genetic programming model for bankruptcy prediction: Empirical evidence from Iran", Expert Systems with Applications. (to appear)
    • Expert Systems with Applications
    • Etemadi, H.1    Rostamy, A.A.A.2    Dehkordi, H.F.3
  • 11
    • 35748930908 scopus 로고    scopus 로고
    • A graph-based evolutionary algorithm: Genetic network programming and its extension using reinforcement learning
    • MIT Press
    • S. Mabu, K. Hirasawa, and J. Hu, "A graph-based evolutionary algorithm: Genetic network programming and its extension using reinforcement learning", Evolutionary Computation, MIT Press, Vol .15, No.3, pp. 369-398, 2007.
    • (2007) Evolutionary Computation , vol.15 , Issue.3 , pp. 369-398
    • Mabu, S.1    Hirasawa, K.2    Hu, J.3
  • 13
  • 14
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    • A double-deck elevator group supervisory control system using genetic network programming
    • K. Hirasawa, T. Eguchi, J. Zhou, L. Yu, J. Hu, and S. Markon, "A Double-Deck Elevator Group Supervisory Control System Using Genetic Network Programming", IEEE Trans. on Syst., Man and Cybern.C, Vol .38, No.4, pp. 535-550, 2008.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.