Using genetic algorithm to support portfolio optimization for index fund management.

Kyong Joo Oh Tae Yoon Kim Sungky Min

Published in: Expert Syst. Appl. (2005)

Keyphrases

portfolio optimization
genetic algorithm
portfolio selection
portfolio management
knowledge management
neural network
information systems
evolutionary algorithm
metaheuristic
fitness function
decision making
long term
management system
data warehouse
factor analysis
robust optimization