Leon Lai Xiang Yeo, Qi Cao 0002, Chai Quek. Dynamic portfolio rebalancing with lag-optimised trading indicators using SeroFAM and genetic algorithms. Expert Syst. Appl., 216:119440, April 2023. [doi]
@article{YeoCQ23,
title = {Dynamic portfolio rebalancing with lag-optimised trading indicators using SeroFAM and genetic algorithms},
author = {Leon Lai Xiang Yeo and Qi Cao 0002 and Chai Quek},
year = {2023},
month = {April},
doi = {10.1016/j.eswa.2022.119440},
url = {https://doi.org/10.1016/j.eswa.2022.119440},
researchr = {https://researchr.org/publication/YeoCQ23},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {216},
pages = {119440},
}