MGP-INTACTSKY: Multitree Genetic Programming-based learning of INTerpretable and ACcurate TSK sYstems for dynamic portfolio trading-Reference-Cited by-同舟云学术

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MGP-INTACTSKY: Multitree Genetic Programming-based learning of INTerpretable and ACcurate TSK sYstems for dynamic portfolio trading

Published:2015-09 Issue: Volume:34 Page:449-462
ISSN:1568-4946
Container-title:Applied Soft Computing
language:en
Short-container-title:Applied Soft Computing

Author:

Mousavi Somayeh,Esfahanipour Akbar,Fazel Zarandi Mohammad Hossein

Publisher

Elsevier BV

Subject

Software

Reference72 articles.

1. Managing Investment Portfolios: A Dynamic Process;Maginn,2007

2. Portfolio selection;Markowitz;J. Finance,1952

3. Modelling cost into a genetic algorithm-based portfolio optimization system by seeding and objective sharing;Aranha,2007

4. Using memetic algorithms to improve portfolio performance in static and dynamic trading scenarios;Aranha,2009

5. Robustness of multiple objective GP stock-picking in unstable financial markets: real-world applications track;Hassan,2009

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