Mean-semivariance portfolio optimization with multiobjective evolutionary algorithms and technical analysis rules-Reference-Cited by-同舟云学术

Mean-semivariance portfolio optimization with multiobjective evolutionary algorithms and technical analysis rules

Published:2017-08 Issue: Volume:79 Page:33-43
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Macedo Luís Lobato,Godinho Pedro,Alves Maria João

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference36 articles.

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3. Technical analysis power tools for active investors;Appel,1999

4. Bollinger on bollinger bands;Bollinger,2001

5. Simple technical trading rules and the stochastic properties of stock returns;Brock;Journal of Finance,1992

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