Genetic algorithms for the investment of the mutual fund with global trend indicator.
Tsung-Jung TsaiChang-Biau YangYung-Hsing PengPublished in: Expert Syst. Appl. (2011)
Keyphrases
- genetic algorithm
- neural network
- multi objective
- simulated annealing
- return on investment
- population size
- fuzzy logic
- evolution strategy
- evolutionary computation
- modular neural networks
- turning points
- portfolio selection
- global information
- learning classifier systems
- mutation operator
- memetic algorithm
- multi objective optimization
- genetic algorithm ga
- fitness function
- evolutionary algorithm
- information technology
- decision making
- machine learning
- data mining