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The application of water cycle algorithm to portfolio selection
Moradi, Mohammad; Sadollah, Ali; Eskandar, Hoda; … - In: Economic research 30 (2017) 1,2, pp. 1277-1299
Persistent link: https://www.econbiz.de/10012224582
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A multiobjective immune algorithm based on a multiple-affinity model
Hu, Zhi-hua - In: European journal of operational research : EJOR 202 (2010) 1, pp. 60-72
Persistent link: https://www.econbiz.de/10003960010
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Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm
Drenovak, Mikica; Rankovic, Vladimir; Urošević, Branko; … - 2021
performed utilizing a multi-objective evolutionary algorithm on a sample of S&P 100 constituents. Our optimization procedure …
Persistent link: https://www.econbiz.de/10013215136
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An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas; Rudloff, Birgit - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
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An exact algorithm for small-cardinality constrained portfolio optimisation
Graham, David I.; Craven, Matthew J. - In: Journal of the Operational Research Society 72 (2021) 6, pp. 1415-1431
Persistent link: https://www.econbiz.de/10012588895
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Clustering stock exchange data by using evolutionary algorithms for portfolio management
Nejad, Malek Khojasteh - In: European research studies 17 (2014) 4, pp. 55-66
Persistent link: https://www.econbiz.de/10012003678
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Artificial intelligence in asset management
Bartram, Söhnke M.; Branke, Jürgen; Motahari, Mehrshad - 2020 - This revision 01 April 2020
Persistent link: https://www.econbiz.de/10012217351
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Using a genetic algorithm to improve recurrent reinforcement learning for equity trading
Zhang, Jin; Maringer, Dietmar G. - In: Computational economics 47 (2016) 4, pp. 551-567
Persistent link: https://www.econbiz.de/10011712464
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Genetic-algorithms-based algorithm portfolio for inventory routing problem with stochastic demand
Shukla, Nagesh; Tiwari, Manoj Kumar; Ceglarek, Darek - In: International journal of production research 51 (2013) 1, pp. 118-137
Persistent link: https://www.econbiz.de/10009700326
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A genetic algorithm for investment–consumption optimization with value-at-risk constraint and information-processing cost
Jin, Zhuo; Yang, Zhixin; Yuan, Quan - In: Risks : open access journal 7 (2019) 1/32, pp. 1-15
can only make decisions on the basis of the limited observed signals. A genetic algorithm was developed to find the … the performance of the algorithm. …
Persistent link: https://www.econbiz.de/10012015814