Robo-advisor using genetic algorithm and BERT sentiments from tweets for hybrid portfolio optimisation.
Edmund Kwong Wei LeowBinh P. NguyenMatthew Chin Heng ChuaPublished in: Expert Syst. Appl. (2021)
Keyphrases
- genetic algorithm
- social media
- news articles
- parallel genetic algorithm
- fitness function
- evolutionary computation
- neural network
- evolutionary algorithm
- optimization method
- sentiment analysis
- multi objective
- fuzzy logic
- genetic algorithm ga
- artificial neural networks
- decision making
- twitter users
- metaheuristic
- micro blogging
- short text
- population size
- ant colony
- crossover operator
- differential evolution
- optimisation algorithm
- short texts
- portfolio management
- machine learning
- portfolio optimization
- job shop scheduling problem
- multi objective optimization
- social networks
- scheduling problem