An Evolutionary Weight Encoding Scheme and Crossover Methodology in Portfolio Assets Allocation.

Ping-Chen Lin Po-Chang Ko Hsin-Chieh Wang

Published in: JCIS (2006)

Keyphrases

encoding scheme
genetic algorithm
encoding schemes
evolutionary algorithm
transaction costs
binary strings
genetic programming
genetic algorithm ga
investment strategies
differential evolution
portfolio selection
neural network
financial markets
face recognition
keywords
trading systems