A Series-based group stock portfolio optimization approach using the grouping genetic algorithm with symbolic aggregate Approximations-Reference-Cited by-同舟云学术

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A Series-based group stock portfolio optimization approach using the grouping genetic algorithm with symbolic aggregate Approximations

Published:2017-06 Issue: Volume:125 Page:146-163
ISSN:0950-7051
Container-title:Knowledge-Based Systems
language:en
Short-container-title:Knowledge-Based Systems

Author:

Chen Chun-Hao,Yu Chih-Hung

Funder

Ministry of Science and Technology

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Management Information Systems,Software

Reference37 articles.

1. Enhanced symbolic aggregate approximation method for financial time series data representation;Barnaghi,2012

2. A novel multi objective genetic algorithm for the portfolio optimization;Bevilacqua;Adv. Intell. Comput.,2012

3. TAIEX forecasting using fuzzy time series and automatically generated weights of multiple-factors;Chen;IEEE Trans. Syst. Man Cybern.-Part A,2012

4. Mining actionable stock portfolio by genetic algorithms;Chen;J. Inf. Sci. Eng.,2016

5. Fuzzy data mining for time-series data;Chen;Appl. Soft Comput.,2012

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