MNFS-FPM: A novel memetic neuro-fuzzy system based financial portfolio management.
Ernest LumanpauwMichel PasquierChai QuekPublished in: IEEE Congress on Evolutionary Computation (2007)
Keyphrases
- portfolio management
- portfolio optimization
- financial data
- portfolio selection
- transaction costs
- sharpe ratio
- decision making
- differential evolution
- genetic algorithm
- optimization methods
- stock market
- factor analysis
- problems involving
- bi objective
- stock exchange
- particle swarm optimization
- signal processing
- objective function