Evolution strategy in portfolio optimization

DOI10.1007/3-540-46033-0_13MaRDI QIDQ4736904zbMATH OpenFDO

Authors Jerzy J. Korczak, Piotr Lipinski, Patrick Roger

Publication date 11 August 2004

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2310/23100156.htm

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Portfolio theory (91G10)

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Cited in

(10)

• Evolutionary computation and trade execution
• Frequent knowledge patterns in evolutionary decision support systems for financial time series analysis
• A parallel genetic algorithm for optimization of trading strategies
• Evolutionary Strategies for Building Risk-Optimal Portfolios
• Evolutionary Stochastic Portfolio Optimization
• Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation
• Investing strategy analysis of applying ant colony optimization system to Taiwan stock market
• Computational Science - ICCS 2004
• Application of differential evolution algorithm for optimization of strategies based on financial time series
• Adaptive evolutionary algorithms for portfolio selection problems

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