Genetic Algorithm-Based Combination of Predictions
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-97319-3_7
Reference20 articles.
1. Allen, F. & Karjalainen, R. (1999). Using genetic algorithms to find technical trading rules. Journal of Financial Economics, 51(2), 245vf271.
2. Brière, M., Lehalle, C. A., Nefedova, T., & Raboun, A. (2019). Stock market liquidity and the trading costs of asset pricing anomalies. Available at SSRN 3380239.
3. Ciliberti, S., & Gualdi, S. (2020). Portfolio Construction Matters. The Journal of Portfolio Management, 46(7), 46–57.
4. Clarke, R., De Silva, H., & Thorley, S. (2013). Risk parity, maximum diversification, and minimum variance: An analytic perspective. The Journal of Portfolio Management, 39(3), 39–53.
5. DeMiguel, V., Garlappi, L. & Uppal, R. (2009). Optimal versus naive diversification: How inefficient is the 1/N portfolio strategy? The Review of Financial Studies, 22(5), 1915vf1953.
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