A Novel Portfolio Optimization Model Based on Trend Ratio and Evolutionary Computation.
Yao-Hsin ChouShu-Yu KuoYu-Chi JiangPublished in: IEEE Trans. Emerg. Top. Comput. Intell. (2019)
Keyphrases
- evolutionary computation
- portfolio optimization
- evolutionary algorithm
- computational intelligence
- genetic programming
- portfolio management
- portfolio selection
- problems involving
- factor analysis
- risk management
- robust optimization
- genetic algorithm
- fitness function
- bi objective
- stock market
- fuzzy logic
- optimization methods
- stock price
- multiple objectives
- historical data
- financial markets
- neural network
- power system
- feature selection
- stock exchange
- machine learning
- data mining