Dynamic multi-criteria evaluation of co-evolution strategies for solving stock trading problems

DOI10.1016/J.AMC.2011.09.032MaRDI QIDQ426944zbMATH OpenOpenAlexFDO

Authors Ying-Hua Chang, Tz-Ting Wu

Publication date 13 June 2012

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.09.032

zbMATH Keywords

optimizationevolution strategiesartificial neural networkco-evolutionary modeldynamic stock trading decision making

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10) Financial applications of other theories (91G80)

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Cites work

• scientific article; zbMATH DE number 3769296 (Why is no real title available?)
• Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.
• Investing strategy analysis of applying ant colony optimization system to Taiwan stock market
• Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam

Cited in

(3)

• Minimization of ambiguity in parametric fault diagnosis of analog circuits: a complex network approach
• Using investment portfolio return to combine forecasts: A multiobjective approach
• Memory and learning in metaheuristics

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