A trend based investment decision approach using clustering and heuristic algorithm

DOI10.1007/S11432-013-4985-4;MaRDI QIDQ2335930zbMATH OpenFDO

Authors ChungMin Wu, ShengChun Chou, 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

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

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Cites work

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

Cited in

(7)

• Stock selection strategy of A-share market based on rotation effect and random forest
• A clustering-based portfolio strategy incorporating momentum effect and market trend prediction
• Constructing a dynamic stock portfolio decision-making assistance model: using the Taiwan 50 index constituents as an example
• A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
• Applying data visualization techniques for stock relationship analysis
• Investing strategy analysis of applying ant colony optimization system to Taiwan stock market
• Variable-length moving average approach and its application in stock investment

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