Portfolio Selection and Optimization Using Genetic Operators

Francis Eng-Hock Tay, Lixiang Shen and Lijuan Cao
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Francis Eng-Hock Tay: Department of Mechanical Engineering,National University of Singapore, Singapore
Lixiang Shen: Design Technology Institute, National University of Singapore, Singapore
Lijuan Cao: Institute of High Performance Computing, Singapore

Chapter 3 in Ordinary Shares, Exotic Methods:Financial Forecasting Using Data Mining Techniques, 2003, pp 25-40 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionLiterature ReviewClearing Method for Genetic NichingGenetic Operators for Portfolio OptimizationGenerating Multiple PortfoliosTransaction CostsPortfolio Optimization with Transaction CostsConclusion

Date: 2003
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