Adopting genetic algorithms for technical analysis and portfolio management
Portfolio management, Technical indicator, Genetic algorithms
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.
Computers & Mathematics with Applications
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