Title :
Notice of Retraction
Adopting genetic algorithm for portfolio management
Author :
Tak-chung Fu ; Chak-man Ng ; Chi-pang Chung ; Fu-Lai Chung
Author_Institution :
Dept. of Comput. & Inf. Manage., Hong Kong Inst. of Vocational Educ., Hong Kong, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
This research examines two different applications of the Genetic Algorithms (GA) in portfolio management. GA is adopted to determine the optimized parameter settings of different technical indicators and portfolio weighting. Different algorithms and the usage of different number of technical indicators are evaluated in different economic situation and GA shows its optimization power over different tasks in portfolio management.
Keywords :
genetic algorithms; management; stock markets; genetic algorithm; optimization power; optimized parameter setting; portfolio management; portfolio weighting; technical indicator; Biological cells; Genetic algorithms; Indexes; Investments; Optimization; Portfolios; Security; genetic algorithm; portfolio management; technical indicator;
Conference_Titel :
Natural Computation (ICNC), 2012 Eighth International Conference on
Conference_Location :
Chongqing
Print_ISBN :
978-1-4577-2130-4
DOI :
10.1109/ICNC.2012.6234511