Using genetic algorithm to support clustering-based portfolio optimization by investor information

Applied Soft Computing

Volumn 61, Issue , 2017, Pages 593-602

  Cheong, Donghyun ^a   Kim, Young Min ^a   Byun, Hyun Woo ^a   Oh, Kyong Joo ^a   Kim, Tae Yoon ^b  

^a Yonsei University   (South Korea)

^b Keimyung University   (South Korea)

Author keywords

Cluster analysis; Genetic algorithm; Investor information; Portfolio; Stock market

Indexed keywords

CLUSTER ANALYSIS; CLUSTERING ALGORITHMS; COMMERCE; FINANCIAL MARKETS; GENETIC ALGORITHMS; INVESTMENTS; STRATEGIC PLANNING;

EXCESS RETURNS; INVESTMENT STRATEGY; INVESTOR INFORMATION; KOREAN STOCK MARKET; PORTFOLIO; PORTFOLIO INVESTMENT; PORTFOLIO MANAGEMENTS; PORTFOLIO OPTIMIZATION;

ELECTRONIC TRADING;

EID: 85028936428     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2017.08.042     Document Type: Article

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