Name
Abstract | ||
|---|---|---|
This paper addresses the problem of investment optimization using genetic control. Time series for stock values are obtained from data available on the www and asset prices are predicted using adaptive algorithms. A portfolio is optimized with the genetic algorithm based on a recursive model of portfolio composition obtained on-the-fly using genetic programming. These two steps are integrated into an automatic system - the final result is a real-time system for updating portfolio composition for each asset. |
Year | DOI | Venue |
|---|---|---|
2002 | 10.1007/3-540-45984-7_19 | EuroGP |
Keywords | Field | DocType |
genetic control applied,genetic algorithm,final result,asset price,genetic programming,asset managements,investment optimization,automatic system,genetic control,adaptive algorithm,real-time system,portfolio composition,time series,real time systems | Recursion (computer science),Computer science,Genetic programming,Portfolio,Artificial intelligence,Asset management,Genetic algorithm,Recursion,Mathematical optimization,Simulation,Portfolio optimization,Adaptive algorithm,Machine learning | Conference |
ISBN | Citations | PageRank |
3-540-43378-3 | 3 | 0.59 |
References | Authors | |
5 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| James Cunha Werner | 1 | 3 | 0.93 |
| T C Fogarty | 2 | 1147 | 152.53 |