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Genetic Control Applied to Asset Managements

  • James Cunha Werner
  • Terence C. Fogarty
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 2278)

Abstract

This paper addresses the problem of investment optimization using genetic control. Time series for stock values are obtained from data available on the www and asset prices are predicted using adaptive algorithms. A portfolio is optimized with the genetic algorithm based on a recursive model of portfolio composition obtained on-the-fly using genetic programming. These two steps are integrated into an automatic system - the final result is a real-time system for updating portfolio composition for each asset.

Keywords

Genetic Algorithm Genetic Programming Asset Price Portfolio Selection Asset Management 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • James Cunha Werner
    • 1
  • Terence C. Fogarty
    • 1
  1. 1.SCISMSouth Bank UniversityLondonUK

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