Enhanced index tracking based on multi-objective immune algorithm

Expert Systems with Applications

Volumn 38, Issue 5, 2011, Pages 6101-6106

  Li, Qian ^a   Sun, Linyan ^a   Bao, Liang ^b  

^a XI'AN JIAOTONG UNIVERSITY   (China)

^b XIDIAN UNIVERSITY   (China)

Author keywords

Artificial immune system; Enhanced index tracking; Multi objective optimization

Indexed keywords

ACCUMULATED ERRORS; ARTIFICIAL IMMUNE SYSTEM; COMPUTATIONAL RESULTS; DATA SETS; IMMUNE ALGORITHM; INDEX TRACKING; MULTI OBJECTIVE; MULTI-OBJECTIVE OPTIMIZATION SCHEME; PORTFOLIO MANAGEMENTS; SOLUTION SELECTION; TRANSACTION COST; WORLD MARKET;

ALGORITHMS; FINANCIAL DATA PROCESSING; IMMUNOLOGY; INTERNATIONAL TRADE; INVESTMENTS;

MULTIOBJECTIVE OPTIMIZATION;

EID: 79151471654     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2010.11.001     Document Type: Article

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