A Series-based group stock portfolio optimization approach using the grouping genetic algorithm with symbolic aggregate Approximations.
Chun-Hao ChenChih-Hung YuPublished in: Knowl. Based Syst. (2017)
Keyphrases
- portfolio optimization
- genetic algorithm
- stock market
- stock price
- portfolio management
- stock exchange
- portfolio selection
- bi objective
- problems involving
- multi objective
- factor analysis
- optimization methods
- risk management
- evolutionary algorithm
- neural network
- robust optimization
- long term
- short term
- financial markets
- differential evolution
- historical data
- particle swarm optimization
- dynamic programming
- np hard
- cost function