A partitioned portfolio insurance strategy by a relational genetic algorithm.
Jiah-Shing ChenYao-Tang LinPublished in: Expert Syst. Appl. (2009)
Keyphrases
- genetic algorithm
- relational databases
- evolutionary algorithm
- neural network
- risk management
- simulated annealing
- relational data
- fitness function
- selection strategy
- relational learning
- multi objective
- data model
- multi relational
- fraud detection
- genetic operators
- encoding scheme
- databases
- statistical relational learning
- search strategy
- stock market
- metaheuristic
- graphical models
- fuzzy logic
- artificial neural networks
- decision making
- information systems
- information retrieval