A meta-grammatical evolutionary process for portfolio selection and trading.
Iván ContrerasJosé Ignacio HidalgoLaura Núñez-LetamendiaJ. Manuel VelascoPublished in: Genet. Program. Evolvable Mach. (2017)
Keyphrases
- portfolio selection
- evolutionary process
- financial markets
- evolutionary algorithm
- evolutionary computation
- portfolio optimization
- fitness function
- stock market
- portfolio management
- genetic algorithm
- learning strategies
- stock price
- risk management
- multiple objectives
- robust optimization
- multi objective
- genetic programming
- optimization problems
- simulated annealing
- learning algorithm