An extended ASLD trading system to enhance portfolio management.

Kei-Keung Hung Yiu-ming Cheung Lei Xu

Published in: IEEE Trans. Neural Networks (2003)

Keyphrases

neural network
portfolio management
stock index
trading systems
portfolio selection
portfolio optimization
financial markets
stock market
financial data
stock price
technical indicators
transaction costs
decision making
data mining
genetic algorithm
linear programming