3 search results - page 1 / 1 » Non-linear factor model for asset selection using multi obje... |
GECCO
2008
Springer
13 years 6 months ago
2008
Springer
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
GECCO
2009
Springer
13 years 2 months ago
2009
Springer
We provide an overview of using genetic programming (GP) to model stock returns. Our models employ GP terminals (model decision variables) that are financial factors identified by...
AISS
2010
13 years 2 months ago
2010
A mathematical multi objective model for the selection of a portfolio of investment is presented and its application in the Mexican Stock Exchange (BMV). The multi objective model...