Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/13091
Title: Adopting genetic algorithms for technical analysis and portfolio management
Authors: Fu, TC
Chung, CP
Chung, FL 
Keywords: Genetic algorithms
Portfolio management
Technical indicator
Issue Date: 2013
Publisher: Pergamon Press
Source: Computers and mathematics with applications, 2013, v. 66, no. 10, p. 1743-1757 How to cite?
Journal: Computers and mathematics with applications 
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.
URI: http://hdl.handle.net/10397/13091
ISSN: 0898-1221
EISSN: 1873-7668
DOI: 10.1016/j.camwa.2013.08.012
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