Genetic relation algorithm with guided mutation for the large-scale portfolio optimization

Expert Systems with Applications

Volumn 38, Issue 4, 2011, Pages 3353-3363

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

^a SHANGHAI UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^b WASEDA UNIVERSITY   (Japan)

Author keywords

Genetic network programming; Genetic relation algorithm; Guided mutation; Portfolio optimization

Indexed keywords

AVERAGE VALUES; CORRELATION COEFFICIENT; EFFICIENT PORTFOLIO; EVOLUTIONARY COMPUTATIONS; EVOLUTIONARY METHOD; GENETIC NETWORK PROGRAMMING; GENETIC RELATIONS; GRAPH STRUCTURES; GUIDED MUTATION; PORTFOLIO OPTIMIZATION;

BIOLOGY; EVOLUTIONARY ALGORITHMS; FINANCIAL DATA PROCESSING; MATHEMATICAL OPERATORS; OPTIMIZATION;

GENETIC PROGRAMMING;

EID: 78650699083     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2010.08.120     Document Type: Article

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