An Effective Approach for the Diverse Group Stock Portfolio Optimization Using Grouping Genetic Algorithm.
Chun-Hao ChenCheng-Yu LuTzung-Pei HongJerry Chun-Wei LinMatteo GaetaPublished in: IEEE Access (2019)
Keyphrases
- portfolio optimization
- stock market
- genetic algorithm
- stock price
- portfolio selection
- stock exchange
- portfolio management
- problems involving
- multi objective
- bi objective
- factor analysis
- risk management
- robust optimization
- short term
- financial markets
- financial time series
- optimization methods
- dynamic programming
- neural network
- evolutionary algorithm
- financial data
- particle swarm optimization
- historical data
- non stationary