An Evolutionary-based Algorithm for Multi-Period Grouping Stock Portfolio Optimization

Chun-Hao Chen, Chia-Yuan Cheng, Tzung-Pei Hong, Mu-En Wu, Kawuu W. Lin, Jerry Chun-Wei Lin. An Evolutionary-based Algorithm for Multi-Period Grouping Stock Portfolio Optimization. In 2019 IEEE International Conference on Systems, Man and Cybernetics, SMC 2019, Bari, Italy, October 6-9, 2019. pages 2530-2534, IEEE, 2019. [doi]

Abstract

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