An Approach for Diverse Group Stock Portfolio Optimization Using the Fuzzy Grouping Genetic Algorithm.
Chun-Hao ChenBing-Yang ChiangTzung-Pei HongDing-Chau WangJerry Chun-Wei LinPublished in: ACIIDS (1) (2018)
Keyphrases
- portfolio optimization
- genetic algorithm
- stock market
- stock price
- portfolio management
- stock exchange
- portfolio selection
- factor analysis
- problems involving
- risk management
- bi objective
- multi objective
- short term
- fitness function
- robust optimization
- optimization methods
- metaheuristic
- evolutionary algorithm
- financial data
- financial time series
- neural network
- sharpe ratio
- historical data
- multi objective optimization
- news articles
- genetic programming
- supply chain
- cost function
- long term
- face recognition