A model of portfolio optimization using time adapting genetic network programming

DOI10.1016/J.COR.2009.12.003zbMATH Open1188.90277OpenAlexW2091534623MaRDI QIDQ976029FDOQ976029

Shingo Mabu, Yan Chen, Kotaro Hirasawa

Publication date: 11 June 2010

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2009.12.003

zbMATH Keywords

portfolio optimizationreinforcement learningcandlestick chartgenetic network programmingtechnical indices

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10) Financial applications of other theories (91G80)

Cites Work

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• The predictive power of price patterns

Cited In (2)

• A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
• Credit portfolio management using two-level particle swarm optimization

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