In this paper, the genetic algorithm (GA) is applied to solve the extended MV model, which includes constraints of minimal transaction lot and transaction cost.
(PDF) Applications of Genetic Algorithm to Portfolio Optimization ...
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PDF | On Jan 1, 2006, Chieh-Yow Chianglin published Applications of Genetic Algorithm to Portfolio Optimization with Practical Transaction Constraints ...
The portfolio optimization model, initially proposed by Markowitz in 1952 and known as mean-variance model (MV model), is applied to find the optimized ...
A review on the current applications of genetic algorithms in mean-variance portfolio optimization · Computer Science, Mathematics · 2017.
Nov 21, 2024 · In portfolio optimization problems, it is aimed to create portfolios by giving the best return at a certain risk level from the asset pool or by ...
Nov 20, 2008 · Genetic Algorithms have been widely used commercially. Optimizing train routing was an early application. More recently fighter planes have used GAs to ...
First of all, it is shown how the EA can be used to maximise the return of a portfolio while also minimising the risk. Secondly, the algorithm is used to find ...
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In this paper we apply various techniques of multiobjective genetic algorithms to solve portfolio optimization with some realistic constraints, namely ...
In this paper, a realistic portfolio selection problem is studied and genetic algorithm is designed to solve the corresponding quadratic mixed-integer ...
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In order to address the application of genetic optimization algorithms to financial investment portfolio issues, the optimal allocation rate must be high and ...