Concepedia

Genetic Algorithm Portfolio Selection

Genetic Algorithm Portfolio Selection is a portfolio selection method that employs genetic algorithms—a class of evolutionary optimization techniques—to identify optimal or near-optimal asset allocations by iteratively evolving candidate solutions through processes analogous to natural selection, recombination, and mutation.

189

Publications

11.4K

Citations

450

Authors

236

Institutions

Publications per year

2017–2026

51

Parents

Publications

189

Portfolio Selection: Efficient Diversification of Investments.

H. S. Houthakker, Harry M. Markowitz · Journal of the American Statistical Association · 1962 · 3.7K citations

, , +17

Portfolio Selection: Efficient Diversification of Investments.

Gerhard Tintner, Harry M. Markowitz · The Journal of Finance · 1960 · 591 citations

, , +17

Portfolio optimization problems in different risk measures using genetic algorithm

Tun-Jen Chang, Sang-Chin Yang, Kuang-Jung Chang · Expert Systems with Applications · 2009 · 284 citations

, , +16

Genetic algorithms for portfolio selection problems with minimum transaction lots

Chang-Chun Lin, Yiting Liu · European Journal of Operational Research · 2007 · 244 citations

, , +16

Differential Evolution with DEoptim

David Ardia, Kris Boudt, Peter Carl et al. · The R Journal · 2011 · 231 citations · Full text

, , +15

1–5 of 189

Authors

450

  1. CC
    Chun-Hao Chen

    Tamkang University, Taiwan

    6 publications · 121 citations

    6

    h-index

  2. WY
    Wei Yan

    Xiangtan University, China

    4 publications · 77 citations

    4

    h-index

  3. CD
    Christopher D. Clack

    University College London, United Kingdom

    4 publications · 77 citations

    4

    h-index

  4. KJ
    Kyong Joo Oh

    Yonsei University, South Korea

    4 publications · 351 citations

    4

    h-index

  5. NB
    Nebojša Bačanin

    Singidunum University, Serbia

    3 publications · 117 citations

    3

    h-index

1–5 of 450

Institutions

236

  1. University College London

    London, United Kingdom

    5 h-index

    11 publications

    210 citations

  2. Amirkabir University of Technology

    Tehran, Iran

    5 h-index

    9 publications

    704 citations

  3. City University of Hong Kong

    Hong Kong, Hong Kong

    5 h-index

    10 publications

    296 citations

  4. Tamkang University

    Taipei, Taiwan

    5 h-index

    11 publications

    232 citations

  5. National Sun Yat-sen University

    Kaohsiung City, Taiwan

    4 h-index

    8 publications

    142 citations

  6. Universidad Autónoma de Madrid

    Madrid, Spain

    4 h-index

    8 publications

    566 citations

  7. National University of Kaohsiung

    Kaohsiung City, Taiwan

    4 h-index

    8 publications

    127 citations

  8. Tafresh University

    Tafresh, Iran

    3 h-index

    3 publications

    260 citations

1–8 of 236

Venues

  1. Expert Systems with Applications

    19 publications · 1.5K citations

    17

    h-index

  2. Applied Soft Computing

    6 publications · 313 citations

    6

    h-index

  3. IEEE Access

    5 publications · 184 citations

    5

    h-index

  4. European Journal of Operational Research

    4 publications · 367 citations

    4

    h-index

  5. Knowledge-Based Systems

    3 publications · 114 citations

    3

    h-index

1–5