Investment Stock Portfolio with Multi-Stage Genetic Algorithm Optimization.
Man-chung ChanChi-Cheong WongW. D. LuoBernard K.-S. CheungPublished in: WSTST (2005)
Keyphrases
- multistage
- genetic algorithm
- stochastic programming
- stochastic optimization
- single stage
- decision making
- lot sizing
- real coded
- production system
- dynamic programming
- optimization method
- portfolio management
- investment decisions
- market data
- asset allocation
- assembly systems
- evolution strategy
- multi objective
- optimal policy
- optimization algorithm
- optimal portfolio
- production line
- evolutionary algorithm
- transaction costs
- portfolio optimization
- simulated annealing
- optimization problems
- max min
- state space
- stock market
- attack detection
- genetic algorithm ga
- fitness function
- metaheuristic