A Genetic Algorithm (GA) Approach to the Portfolio Design Based on Market Movements and Asset Valuations

Sangmin Lim, Man-Je Kim, Chang Wook Ahn. A Genetic Algorithm (GA) Approach to the Portfolio Design Based on Market Movements and Asset Valuations. IEEE Access, 8:140234-140249, 2020. [doi]

@article{LimKA20,
  title = {A Genetic Algorithm (GA) Approach to the Portfolio Design Based on Market Movements and Asset Valuations},
  author = {Sangmin Lim and Man-Je Kim and Chang Wook Ahn},
  year = {2020},
  doi = {10.1109/ACCESS.2020.3013097},
  url = {https://doi.org/10.1109/ACCESS.2020.3013097},
  researchr = {https://researchr.org/publication/LimKA20},
  cites = {0},
  citedby = {0},
  journal = {IEEE Access},
  volume = {8},
  pages = {140234-140249},
}