Searching Co-integrated Portfolios by a Genetic Algorithm.
Pravesh KriplaniLuigi TroianoPublished in: NaBIC (2009)
Keyphrases
- genetic algorithm
- fitness function
- evolutionary algorithm
- neural network
- multi objective
- simulated annealing
- search capabilities
- portfolio selection
- genetic operators
- particle swarm optimization
- genetic search
- hybrid genetic algorithm
- encoding scheme
- job shop scheduling problem
- search strategies
- genetic algorithm ga
- metaheuristic
- real time
- genetic programming
- multiscale
- decision making
- databases
- data sets