An intelligent trading mechanism based on the group trading strategy portfolio to reduce massive loss by the grouping genetic algorithm.
Chun-Hao ChenYu-Hsuan ChenVicente García-DíazJerry Chun-Wei LinPublished in: Electron. Commer. Res. (2023)
Keyphrases
- trading systems
- market data
- genetic algorithm
- investment strategies
- financial markets
- data mining
- significantly reduced
- simulated annealing
- multi objective
- evolutionary algorithm
- fuzzy logic
- tabu search
- ant colony optimization
- genetic algorithm ga
- optimization method
- decision making
- selection mechanism
- fitness function
- genetic operators
- transaction costs
- portfolio management
- learning algorithm
- neural network