A trend based investment decision approach using clustering and heuristic algorithm

DOI10.1007/S11432-013-4985-4;zbMath1427.91263MaRDI QIDQ2335930

ShengChun Chou, ChungMin Wu, Horng-Twu Liaw

Publication date: 18 November 2019

Published in: Science China. Information Sciences (Search for Journal in Brave)

Full work available at URL: https://rd.springer.com/content/pdf/10.1007%2Fs11432-013-4985-4.pdf

zbMATH Keywords

clusteringgenetic algorithmsinvestment strategystock trend

Mathematics Subject Classification ID

Decision theory (91B06) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

Cites Work

• Fitting the control parameters of a genetic algorithm: an application to technical trading systems design
• Adaptive design optimization of wireless sensor networks using genetic algorithms
• Optimum design of rolling element bearings using genetic algorithms
• A genetic algorithm estimation of the term structure of interest rates
• Integration of self-organizing feature map and K-means algorithm for market segmentation
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Modeling the Asymmetry of Stock Movements Using Price Ranges

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