Adopting genetic algorithms for technical analysis and portfolio management

DOI10.1016/j.camwa.2013.08.012zbMath1382.91084OpenAlexW1983541554MaRDI QIDQ316260

Tak-chung Fu, Fu-lai Chung, Chi-pang Chung

Publication date: 27 September 2016

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2013.08.012

zbMATH Keywords

genetic algorithmsportfolio managementtechnical indicator

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

Related Items (1)

Multi-asset scenario building for trend-following trading strategies

Cites Work

• Unnamed Item
• A mean-absolute deviation-skewness portfolio optimization model
• A model for portfolio selection with order of expected returns.
• Genetic algorithms for portfolio selection problems with minimum transaction lots
• Outline for a Logical Theory of Adaptive Systems

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