The trading on the mutual funds by gene expression programming with Sortino ratio.

Hung-Hsin Chen Chang-Biau Yang Yung-Hsing Peng

Published in: Appl. Soft Comput. (2014)

Keyphrases

gene expression programming
genetic programming
evolutionary computation
multi label classification
genetic algorithm
data sets
neural network
artificial intelligence
pairwise
k nearest neighbor
fitness function
ensemble classifier