Dynamic Asset Allocation for Stock Trading Optimized by Evolutionary Computation.
Jangmin OJongwoo LeeJae Won LeeByoung-Tak ZhangPublished in: IEICE Trans. Inf. Syst. (2005)
Keyphrases
- evolutionary computation
- stock trading
- evolutionary algorithm
- genetic programming
- computational intelligence
- asset allocation
- fitness function
- genetic algorithm
- fuzzy logic
- stock market
- financial data
- portfolio management
- optimization problems
- long term
- artificial neural networks
- multi objective optimization
- neural network