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Using genetic programming with negative parsimony pressure on exons for portfolio optimization.
Nils Svangård
Peter Nordin
Stefan Lloyd
Published in:
IEEE Congress on Evolutionary Computation (2003)
Keyphrases
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principal component analysis
portfolio optimization
factor analysis
portfolio selection
discriminant analysis
stock market
portfolio management
robust optimization
risk management
problems involving
optimization methods
stock exchange
bi objective
stock price
long term