Automatic Asset Selection and Allocation System with NSGA-II and Genetic Programming
Author:
Affiliation:
1. University of Manchester, School of mathematics, Manchester, UK
Publisher
ACM
Reference16 articles.
1. Portfolio selection;Markowitz H.;Journal of Finance,2012
2. Foundations of Portfolio Theory
3. Kalayci C. B. Ertenlice O. and Akbay M. A. 2019. A comprehensive review of deterministic models and applications for mean-variance portfolio optimization. Expert Systems with Applications. Kalayci C. B. Ertenlice O. and Akbay M. A. 2019. A comprehensive review of deterministic models and applications for mean-variance portfolio optimization. Expert Systems with Applications.
4. Berger A. J. Glover F. and Mulvey J. M. 1995. Solving global optimization problems in long-term financial planning. Statistics and Operation Research Technical Report Princeton University. Berger A. J. Glover F. and Mulvey J. M. 1995. Solving global optimization problems in long-term financial planning. Statistics and Operation Research Technical Report Princeton University.
5. Tactical asset allocation: an artificial neural network based model
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