A mean-absolute deviation-skewness portfolio optimization model
Annals of Operations Research
Outline for a Logical Theory of Adaptive Systems
Journal of the ACM (JACM)
A model for portfolio selection with order of expected returns
Computers and Operations Research
Index fund selections with genetic algorithms and heuristic classifications
Computers and Industrial Engineering
Portfolio optimization problems in different risk measures using genetic algorithm
Expert Systems with Applications: An International Journal
Using genetic algorithm to support portfolio optimization for index fund management
Expert Systems with Applications: An International Journal
Hi-index | 0.09 |
This research examines two different applications of the Genetic Algorithms (GA) in portfolio management. GA is adopted to determine the optimized parameters setting of different technical indicators and portfolio weighting. Besides the Traditional GA, the Hierarchical GA is also adopted in this research. Different algorithms and the usage of different numbers of technical indicators are evaluated in different economic situations. GA shows its optimization power over different tasks in portfolio management.