A New Portfolio Optimization Model Considering Hybrid Trading Strategies.

Shu-Yu Kuo Yu-Chi Jiang Yun-Ting Lai Yao-Hsin Chou

Published in: CEC (2023)

Keyphrases

optimization model
trading strategies
optimization process
test bed
trading agents
sharpe ratio
investment strategies
stock market
computer programs
portfolio selection
neural network
decision making
artificial intelligence
financial markets
genetic algorithm
data mining
portfolio optimization