Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition
Author:
Publisher
Elsevier BV
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
Reference27 articles.
1. Aranha, C., & Hitoshi, I. (2008). A Tree-based GA representation for the portfolio optimization problem. In Paper presented at the Proceedings of the 10th annual conference on Genetic and evolutionary computation (GECCO), Atlanta, USA.
2. Aranha, C., & Iba, H. (2007). Modelling cost into a genetic algorithm-based portfolio optimization system by seeding and objective sharing. In Paper presented at the IEEE Congress on Evolutionary Computation (CEC), 11.
3. Aranha, C., & Iba, H. (2009). Using memetic algorithms to improve portfolio performance in static and dynamic trading scenarios. In Paper presented at the Proceedings of the 11th annual conference on Genetic and evolutionary computation (GECCO), Montreal, Canada.
4. A genetic approach to portfolio selection;Arnone;Neural Networks World III,1993
5. Global portfolio optimization;Black;Financial Analysts Journal,1992
Cited by 73 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. A novel trading system for the stock market using Deep Q-Network action and instance selection;Expert Systems with Applications;2024-12
2. A Fuzzy Rule-Based System for Portfolio Selection Using Technical Analysis;IEEE Transactions on Fuzzy Systems;2024-09
3. Enhancing Trading Strategies: A Multi-indicator Analysis for Profitable Algorithmic Trading;Computational Economics;2024-08-05
4. Measuring the dynamics of the stock market’s volume-price relationship: a new Hurst-based market-trend index;Applied Economics;2024-07-08
5. Predictive multi-period multi-objective portfolio optimization based on higher order moments: Deep learning approach;Computers & Industrial Engineering;2023-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3