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Portfolio Optimization Based on Novel Risk Assessment Strategy with Genetic Algorithm

Bo-Yu Liao, He-Wen Chen, Shu-Yu Kuo, Yao-Hsin Chou. Portfolio Optimization Based on Novel Risk Assessment Strategy with Genetic Algorithm. In 2015 IEEE International Conference on Systems, Man, and Cybernetics, Kowloon Tong, Hong Kong, October 9-12, 2015. pages 2861-2866, IEEE, 2015. [doi]

Authors

Bo-Yu Liao

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He-Wen Chen

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Shu-Yu Kuo

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Yao-Hsin Chou

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