A PIP-Based Approach for Optimizing a Group Stock Portfolio by Grouping Genetic Algorithm.

Chun-Hao Chen Chih-Hung Yu

Published in: ICGEC (2017)

Keyphrases

genetic algorithm
neural network
transaction costs
fitness function
decision making
multi objective
fuzzy logic
multi population
optimal solution
optimization algorithm
evolutionary computation
group members
hybrid genetic algorithm
portfolio management