Index fund rebalancing using probabilistic model-building genetic algorithm with narrower width histograms.
Yukiko OritoShota SugizakiHisashi YamamotoYasuhiro TsujimuraYasushi KambayashiPublished in: IEEE Congress on Evolutionary Computation (2010)
Keyphrases
- genetic algorithm
- multi objective
- probabilistic model
- bayesian networks
- fuzzy logic
- structural similarity
- search tree
- evolutionary algorithm
- artificial neural networks
- search algorithm
- simulated annealing
- genetic programming
- index structure
- metaheuristic
- fitness function
- genetic algorithm ga
- database
- portfolio selection
- binary search trees
- encoding scheme
- probabilistic logic
- information theoretic
- particle swarm optimization
- information retrieval
- neural network