A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2019; you can also visit the original URL.
The file type is application/pdf
.
Generating Investment Strategies Using Multiobjective Genetic Programming And Internet Term Popularity Data
2015
Analele Ştiinţifice ale Universităţii "Al.I. Cuza" din Iaşi: Ştiinţe Economice
Searching for stock picking strategies can be modelled as a multiobjective optimization problem. The objectives are mostly the profit and risk. Because of the conflicting nature of these objectives, we have to find Pareto optimal solutions. Multiobjective genetic programming (MOGP) can be used to find tree based solutions, using evolutionary operators. The advantage is that this algorithm can combine any number of inputs and generate complex models. Recent research shows, that the popularity of
doi:10.1515/aicue-2015-0004
fatcat:v7ep3pulojhtlatr3c7oq7mjz4