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

Vulnerable nature of price forecasts, such as an unpredictability of future and numbers of socio-economic factors that affect market stability, often makes investment risky. Earlier studies in Finance suggested that constructing a portfolio can promise risk-spread gains. While Fund Standardization i...

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Bibliographic Details
Main Authors: Sangmin Lim, Man-Je Kim, Chang Wook Ahn
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9152957/