Using Genetic Algorithms to Construct a Low-risk Fund Portfolio Based on the Taiwan 50 Index.
Jui-Fang ChangTien-Chin WangYuan-Tzu MinPublished in: CASoN (2010)
Keyphrases
- investment strategies
- portfolio selection
- portfolio management
- portfolio optimization
- stock market
- financial markets
- stock exchange
- stock price
- investment decisions
- optimal portfolio
- risk management
- decision making
- genetic algorithm
- data sets
- risk measures
- database
- portfolio theory
- structural similarity
- high levels
- risk factors
- website
- neural network
- high risk
- decision support system
- query processing
- efficient frontier
- asset allocation
- databases