Stock trading system based on portfolio beta and evolutionary algorithms.
Yan ChenPublished in: CIFEr (2012)
Keyphrases
- trading systems
- evolutionary algorithm
- market data
- technical indicators
- investment strategies
- multi objective
- stock market
- evolutionary computation
- trading rules
- differential evolution
- optimization problems
- financial forecasting
- financial markets
- stock price
- multi objective optimization
- genetic programming
- portfolio optimization
- differential evolution algorithm
- trading strategies
- portfolio selection
- genetic algorithm
- stock index
- transaction costs
- portfolio management
- management system
- risk management
- information retrieval
- expert systems
- decision making
- search engine