A fuzzy GGA-based approach to speed up the evolutionary process for diverse group stock portfolio optimization.
Chun-Hao ChenBing-Yang ChiangTzung-Pei HongDing-Chau WangJerry Chun-Wei LinMunkhjargal GankhuyagPublished in: J. Intell. Fuzzy Syst. (2019)
Keyphrases
- active learning
- portfolio optimization
- evolutionary process
- stock market
- learning strategies
- stock price
- evolutionary algorithm
- portfolio management
- fuzzy logic
- portfolio selection
- stock exchange
- evolutionary computation
- machine learning
- factor analysis
- bi objective
- robust optimization
- fitness function
- financial data
- genetic algorithm
- problems involving
- online learning
- risk management
- transaction costs
- financial time series
- genetic programming
- neural network
- financial markets
- artificial intelligence
- expert systems
- short term
- long term
- non stationary