A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
Year of publication: |
2015
|
---|---|
Authors: | Chen, Yan ; Wang, Xuancheng |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 240.2015, 3, p. 861-871
|
Publisher: |
Elsevier |
Subject: | Evolutionary computations | Investment analysis | Risk management | Conditional Value-at-Risk | Portfolio optimization |
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