Applying Genetic Algorithm to Support Index Fund Portfolio Strategy.
Jui-Fang ChangGi-Yi LaiPublished in: JCIS (2006)
Keyphrases
- genetic algorithm
- investment strategies
- portfolio selection
- multi objective
- database
- fitness function
- search algorithm
- genetic programming
- simulated annealing
- stock price
- multi objective optimization
- genetic algorithm ga
- index structure
- evolutionary algorithm
- artificial neural networks
- knowledge base
- e learning
- data sets