An empirical study of index replication method based on genetic algorithm

DOI10.3969/J.ISSN.1000-5137.2017.02.003MaRDI QIDQ5368574zbMATH OpenFDO

Authors Fuling Ma

Publication date 20 October 2017

Full work available at URL https://doi.org/10.3969/J.ISSN.1000-5137.2017.02.003

zbMATH Keywords

genetic algorithmindex replicationpassive investment

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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Cited in

(1)

• Index Fund Optimization Using Genetic Algorithm and Scatter Diagram Based on Coefficients of Determination

Describes a project that uses

Uses Software

• Matlab

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