A model of portfolio optimization using time adapting genetic network programming

Computers and Operations Research

Volumn 37, Issue 10, 2010, Pages 1697-1707

  Chen, Yan ^a,b   Mabu, Shingo ^b   Hirasawa, Kotaro ^b  

^a SHANGHAI UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^b WASEDA UNIVERSITY   (Japan)

Author keywords

Candlestick chart; Genetic network programming; Portfolio optimization; Reinforcement learning; Technical indices

Indexed keywords

CANDLESTICK CHART; COMPREHENSIVE ANALYSIS; DECISION MAKING MODELS; EVOLUTIONARY COMPUTATIONS; GENETIC NETWORK PROGRAMMING; PORTFOLIO INVESTMENT; PORTFOLIO OPTIMIZATION; STOCK MARKET SHOW; STOCK PRICE; TECHNICAL INDEX;

DECISION MAKING; EVOLUTIONARY ALGORITHMS; FINANCIAL DATA PROCESSING; INVESTMENTS; OPTIMIZATION; REINFORCEMENT; REINFORCEMENT LEARNING;

GENETIC PROGRAMMING;

EID: 77349086842     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2009.12.003     Document Type: Article

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