An empirical study of index replication method based on genetic algorithm
Indexation investment strategy is one of the main investment strategies in the securities market.The main goal of index investment is to build a stock portfolio to replicate the standard genetic algorithm,redesignsed its coding,fitness function and genetic operator.In the meanwhile,we used elitist s...
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| Format: | Article |
| Language: | English |
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Academic Journals Center of Shanghai Normal University
2017-04-01
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| Series: | Journal of Shanghai Normal University (Natural Sciences) |
| Subjects: | |
| Online Access: | http://qktg.shnu.edu.cn/zrb/shsfqkszrb/ch/reader/view_abstract.aspx?file_no=20170203&flag=1 |