Title
Adopting genetic algorithm for portfolio management
Document Type
Conference Proceeding
Publication Date
2012
DOI
10.1109/ICNC.2012.6234511
Abstract
This research examines two different applications of the Genetic Algorithms (GA) in portfolio management. GA is adopted to determine the optimized parameter settings of different technical indicators and portfolio weighting. Different algorithms and the usage of different number of technical indicators are evaluated in different economic situation and GA shows its optimization power over different tasks in portfolio management.
Source Publication
The 8th International Conference on Natural Computation, 2012 May 29-31, Sichuan, China
ISSN
2157-9555
ISBN
9781457721304
First Page
1151
Last Page
1155
Recommended Citation
Fu, T.,Ng, C.,Chung, C.,& Chung, F. (2012). Adopting genetic algorithm for portfolio management. The 8th International Conference on Natural Computation, 2012 May 29-31, Sichuan, China, 1151-1155. http://dx.doi.org/10.1109/ICNC.2012.6234511