Title
Adopting genetic algorithms for technical analysis and portfolio management
Document Type
Journal Article
Publication Date
2013
Keywords
Portfolio management, Technical indicator, Genetic algorithms
DOI
10.1016/j.camwa.2013.08.012
Abstract
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.
Source Publication
Computers & Mathematics with Applications
Volume Number
66
Issue Number
10
ISSN
0898-1221
First Page
1743
Last Page
1757
Recommended Citation
Fu, T.,Chung, C.,& Chung, F. (2013). Adopting genetic algorithms for technical analysis and portfolio management. Computers & Mathematics with Applications, 66 (10), 1743-1757. http://dx.doi.org/10.1016/j.camwa.2013.08.012