Stock index tracking by Pareto efficient genetic algorithm

Applied Soft Computing Journal

Volumn 13, Issue 12, 2013, Pages 4519-4535

  Ni, He ^a   Wang, Yongqiao ^a  

^a ZHEJIANG GONGSHANG UNIVERSITY   (China)

Author keywords

Genetic algorithm; Goal programming; Index tracking; Pareto efficiency

Indexed keywords

GOAL PROGRAMMING; HYBRID GENETIC ALGORITHMS; INDEX TRACKING; MODEL EFFICIENCY; PARETO EFFICIENCY; PARETO-EFFICIENT; PRACTICAL ISSUES; UTILITY MEASURE;

BENCHMARKING; HEURISTIC ALGORITHMS; MATHEMATICAL MODELS;

GENETIC ALGORITHMS;

EID: 84885662990     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2013.08.012     Document Type: Article

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