A double-stage genetic optimization algorithm for portfolio selection
ICONIP'06 Proceedings of the 13th international conference on Neural information processing - Volume Part III
A hybrid stock selection model using genetic algorithms and support vector regression
Applied Soft Computing
Selecting valuable stock using genetic algorithm
SEAL'06 Proceedings of the 6th international conference on Simulated Evolution And Learning
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We have developed an expert system, called PORSEL (PORtfolio SELection system), which uses an effective set of rules to select and evaluate stocks on Internet. At present, the PORSEL consists of three components: the information center, the fuzzy stock selector, and the portfolio constructor. The purpose of the information center is to provide representation of several technical indicators such as candlestick charts, moving average of closing prices, and price trends. The fuzzy stock selector evaluates the listed stocks and then assigns a composite score for each stock. The portfolio constructor generates the optimal portfolios for the selected stocks. A client/server model is implemented which allows users to communicate with the PORSEL program on a server computer at a remote site in a user-friendly manner. The results of simulation show that PORSEL outperformed the market almost every year during the testing period.