An effective stock portfolio trading strategy using genetic algorithms and weighted fuzzy time series

Proceedings - 16th North-East Asia Symposium on Nano, Information Technology and Reliability, NASNIT 2011

Volumn , Issue , 2011, Pages 70-75

  Leu, Yungho ^a   Chiu, Tzu I ^a  

^a NATIONAL TAIWAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

Genetic Algorithms; Selling and Buying Time Points; Stock Portfolios; Weighted Fuzzy Time Series

Indexed keywords

FITNESS FUNCTIONS; FUZZY TIME SERIES; OPTIMAL PORTFOLIOS; POINT POLICY; PORTFOLIO SELECTION; RISK LEVELS; STOCK MARKET; STOCK PORTFOLIO; TIME POINTS; TRADING STRATEGIES;

INFORMATION TECHNOLOGY; INVESTMENTS; MULTIVARIABLE CONTROL SYSTEMS; OPTIMIZATION; SALES; TIME SERIES;

GENETIC ALGORITHMS;

EID: 84855902015     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/NASNIT.2011.6111124     Document Type: Conference Paper

References (8)

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