Adopting genetic algorithm for portfolio management
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.
The 8th International Conference on Natural Computation, 2012 May 29-31, Sichuan, China
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