A multi-objective genetic stock portfolio mining approach with investor's requests.
Chun-Hao ChenChing-Yu HsiehPublished in: GrC (2014)
Keyphrases
- multi objective
- stock market
- stock price
- genetic algorithm
- multi objective optimization
- portfolio selection
- portfolio theory
- optimization algorithm
- evolutionary algorithm
- multiobjective optimization
- portfolio optimization
- investment decisions
- particle swarm optimization
- knowledge discovery
- data mining
- transaction costs
- multiple objectives
- asset allocation
- mining algorithm
- pareto optimal
- stock data
- web mining
- pattern mining
- objective function
- stock trading
- market data
- data mining techniques
- multi objective evolutionary algorithms
- estimation of distribution algorithms
- bi objective
- sequential patterns
- stock exchange
- financial data
- short term
- portfolio management
- non stationary
- multi objective evolutionary
- text mining
- decision making