Sign in
Yan Chen
Publication Activity (10 Years)
Years Active: 2007-2012
Publications (10 Years): 0
Top Topics
Technical Indicators
Portfolio Optimization
Expert Systems
Evolutionary Algorithm
Top Venues
CIFEr
Expert Syst. Appl.
</>
Publications
</>
Yan Chen
,
Shingo Mabu
,
Kotaro Hirasawa
Erratum to "Genetic relation algorithm with guided mutation for the large-scale portfolio optimization" [Expert Systems with Applications 38 (4) (2011) 3353-3363].
Expert Syst. Appl.
39 (3) (2012)
Yan Chen
Stock trading system based on portfolio beta and evolutionary algorithms.
CIFEr
(2012)
Yan Chen
,
Shingo Mabu
,
Kotaro Hirasawa
Genetic relation algorithm with guided mutation for the large-scale portfolio optimization.
Expert Syst. Appl.
38 (4) (2011)
Yan Chen
,
Shingo Mabu
,
Kotaro Hirasawa
A model of portfolio optimization using time adapting genetic network programming.
Comput. Oper. Res.
37 (10) (2010)
Yan Chen
,
Shingo Mabu
,
Kotaro Hirasawa
A portfolio selection strategy using Genetic Relation Algorithm.
IEEE Congress on Evolutionary Computation
(2010)
Yan Chen
,
Etsushi Ohkawa
,
Shingo Mabu
,
Kaoru Shimada
,
Kotaro Hirasawa
A portfolio optimization model using Genetic Network Programming with control nodes.
Expert Syst. Appl.
36 (7) (2009)
Yan Chen
,
Shingo Mabu
,
Kotaro Hirasawa
A Portfolio Selection Model using Genetic Relation Algorithm and Genetic Network Programming.
SMC
(2009)
Yan Chen
,
Shingo Mabu
,
Etsushi Ohkawa
,
Kotaro Hirasawa
Constructing portfolio investment strategy based on Time Adapting Genetic Network Programming.
IEEE Congress on Evolutionary Computation
(2009)
Yan Chen
,
Shingo Mabu
,
Kaoru Shimada
,
Kotaro Hirasawa
A genetic network programming with learning approach for enhanced stock trading model.
Expert Syst. Appl.
36 (10) (2009)
Yan Chen
,
Shingo Mabu
,
Kaoru Shimada
,
Kotaro Hirasawa
Trading Rules on Stock Markets Using Genetic Network Programming with Sarsa Learning.
J. Adv. Comput. Intell. Intell. Informatics
12 (4) (2008)
Shingo Mabu
,
Yan Chen
,
Etsushi Ohkawa
,
Kotaro Hirasawa
Stock trading strategies by genetic network programming with flag nodes.
GECCO
(2008)
Yan Chen
,
Shingo Mabu
,
Kaoru Shimada
,
Kotaro Hirasawa
Construction of portfolio optimization system using genetic network programming with control nodes.
GECCO
(2008)
Yan Chen
,
Shingo Mabu
,
Kaoru Shimada
,
Kotaro Hirasawa
Real Time Updating Genetic Network Programming for adapting to the change of stock prices.
IEEE Congress on Evolutionary Computation
(2008)
Etsushi Ohkawa
,
Yan Chen
,
Shingo Mabu
,
Kaoru Shimada
,
Kotaro Hirasawa
Varying portfolio construction of stocks using genetic network programming with control nodes.
GECCO
(2008)
Shingo Mabu
,
Yan Chen
,
Kotaro Hirasawa
,
Jinglu Hu
Genetic network programming with actor-critic and its application to stock trading model.
GECCO
(2007)
Shingo Mabu
,
Yan Chen
,
Kotaro Hirasawa
,
Jinglu Hu
Stock trading rules using genetic network programming with actor-critic.
IEEE Congress on Evolutionary Computation
(2007)
Yan Chen
,
Shingo Mabu
,
Kotaro Hirasawa
,
Jinglu Hu
Trading rules on stock markets using genetic network programming with sarsa learning.
GECCO
(2007)
Yan Chen
,
Shingo Mabu
,
Kotaro Hirasawa
,
Jinglu Hu
Genetic network programming with sarsa learning and its application to creating stock trading rules.
IEEE Congress on Evolutionary Computation
(2007)