Investing strategy analysis of applying Ant colony optimization system to Taiwan stock market

DOI10.1080/02522667.2009.10699937zbMath1185.91185OpenAlexW1984806652MaRDI QIDQ5188158

Yi-Chun Weng, Ren-Kai Jiang

Publication date: 10 March 2010

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.2009.10699937

zbMATH Keywords

informationant colony optimizationRSI

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)

Related Items (1)

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

Cites Work

• Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection
• Pareto ant colony optimization with ILP preprocessing in multiobjective project portfolio selection
• An improved ant system algorithm for the vehicle routing problem

This page was built for publication: Investing strategy analysis of applying Ant colony optimization system to Taiwan stock market