A model of portfolio optimization using time adapting genetic network programming
type: Item
instance of: scholarly article
title: A model of portfolio optimization using time adapting genetic network programming
zbMATH Open document ID: 1188.90277
author: Yan Chen
author: Shingo Mabu
author: Kotaro Hirasawa
published in: Computers \& Operations Research
publication date: 2010-06-11T00:00:00Z
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5720304
zbMATH Keywords: genetic network programming
zbMATH Keywords: portfolio optimization
zbMATH Keywords: reinforcement learning
zbMATH Keywords: technical indices
zbMATH Keywords: candlestick chart
MaRDI profile type: Publication
full work available at URL: j.cor.2009.12.003
OpenAlex ID: W2091534623
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DOI: 10.1016/J.COR.2009.12.003
description: scientific article; zbMATH DE number 5720304