Paper Info
Title
Adopting genetic algorithms for technical analysis and portfolio management
Abstract
This research examines two different applications of the Genetic Algorithms (GA) in portfolio management. GA is adopted to determine the optimized parameters setting of different technical indicators and portfolio weighting. Besides the Traditional GA, the Hierarchical GA is also adopted in this research. Different algorithms and the usage of different numbers of technical indicators are evaluated in different economic situations. GA shows its optimization power over different tasks in portfolio management.
Year
DOI
Venue
2013
10.1016/j.camwa.2013.08.012
Computers & Mathematics with Applications
Keywords
Field
DocType
different algorithm,technical analysis,traditional ga,genetic algorithm,different application,portfolio weighting,different technical indicator,different number,portfolio management,different task,different economic situation,hierarchical ga,genetic algorithms
Mathematical optimization,Weighting,Application portfolio management,Project portfolio management,Operations research,Technical indicator,Portfolio,Genetic algorithm,Management science,Mathematics,Technical analysis
Journal
Volume
Issue
ISSN
66
10
0898-1221
Citations 
PageRank 
References 
7
0.48
8
Authors
3
Name
Order
Citations
PageRank
Tak-chung Fu140721.29
Chi-Pang Chung270.48
Fu Lai Chung3153486.72