Evolutionary strategies for building risk-optimal portfolios

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Bibliographische Detailangaben
Veröffentlicht in:	Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1. Verfasser:	Lipinski, Piotr (VerfasserIn)
Pages:	2007
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2008
Schlagworte:	Portfolio-Management > Risikomaß > Evolutionärer Algorithmus > Theorie > Experiment > Frankreich > Aufsatz im Buch
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Titel	Jahr	Verfasser
An evolutionary approach to asset allocation in defined contribution pension schemes	2008	Senel, Kerem
Evolutionary strategies for building risk-optimal portfolios	2008	Lipinski, Piotr
Estimation of an EGARCH volatility option pricing model using a bacteria foraging optimisation algorithm	2008
Evolutionary learning of the optimal pricing strategy in an artificial payment card market	2008	Alexandrova-Kabadjova, Biliana
Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm	2008
Hybrid neural systems in exchange rate prediction	2008	Bielecki, Andrzej
Co-evolutionary multi-agent system for portfolio optimization	2008	Drezewski, Rafal
Evolutionary stochastic portfolio optimization	2008	Hochreiter, Ronald
Fuzzy-evolutionary modeling for single-position day trading	2008	Costa Pereira, Célia da
On predictability and profitability : would GP induced trading rules be sensitive to the observed entropy of time series?	2008	Navet, Nicolas
Can trend followers survive in the long-run? : insights from agent-based modeling	2008	He, Xue-zhong
Constrained index tracking under loss aversion using differential evolution	2008	Maringer, Dietmar G.
Strong typing, variable reduction and bloat control for solving the bankruptcy prediction problem using genetic programming	2008
Using Kalman-filtered radial basis function networks for index arbitrage in the financial markets	2008	Edelman, David