A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
Yan Chen; Xuancheng Wang
| Year of publication: |
2015
|
|---|---|
| Authors: | Cheng, Yan ; Wang, Xuancheng |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 240.2015, 3 (1.2.), p. 861-871
|
| Subject: | Evolutionary computations | Investment analysis | Risk management | Conditional Value-at-Risk | Portfolio optimization | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Evolutionärer Algorithmus | Evolutionary algorithm | Mathematische Optimierung | Mathematical programming | Finanzanalyse | Financial analysis | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010486931