Adaptation in natural and artificial systems
Adaptation in natural and artificial systems
Genetic Algorithms and Investment Strategies
Genetic Algorithms and Investment Strategies
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Investment Decisions Using Genetic Algorithms
HICSS '97 Proceedings of the 30th Hawaii International Conference on System Sciences: Advanced Technology Track - Volume 5
Improving Portfolio Efficiency: A Genetic Algorithm Approach
Computational Economics
Expert Systems with Applications: An International Journal
Portfolio algorithm based on portfolio beta using genetic algorithm
Expert Systems with Applications: An International Journal
A Hybrid Neurogenetic Approach for Stock Forecasting
IEEE Transactions on Neural Networks
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In this paper, we propose a portfolio selection method based on a set of technical trading rules, which are optimized by a genetic algorithm. The aim of the research was to check if it is possible to obtain a set of trading rules deriving from technical indicators, which could be used to create a portfolio able to outperform standard portfolio models based upon Modern Portfolio Theory. On the contrary to the typical portfolio approach incorporating expected return and variance, presented method relies on market momentum analysis and stock timing using selected technical indicators.