淡江大學機構典藏:Item 987654321/106403
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 62797/95867 (66%)
造访人次 : 3747124      在线人数 : 520
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻


    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/106403


    题名: Mining group stock portfolio by using grouping genetic algorithms
    作者: Chen, C. H.;Lin, C. B.;Chen, C. C.
    关键词: data mining;genetic algorithms;grouping genetic algorithms;grouping problems;stock portfolio optimization
    日期: 2015-05-25
    上传时间: 2016-04-27 11:11:59 (UTC+8)
    出版者: IEEE
    摘要: In this paper, a grouping genetic algorithm based approach is proposed for dividing stocks into groups and mining a set of stock portfolios, namely group stock portfolio. Each chromosome consists of three parts. Grouping and stock parts are used to indicate how to divide stocks into groups. Stock portfolio part is used to represent the purchased stocks and their purchased units. The fitness of each chromosome is evaluated by the group balance and the portfolio satisfaction. The group balance is utilized to make the groups represented by the chromosome have as similar number of stocks as possible. The portfolio satisfaction is used to evaluate the goodness of profits and satisfaction of investor's requests of all possible portfolio combinations that can generate from a chromosome. Experiments on a real data were also made to show the effectiveness of the proposed approach.
    關聯: Evolutionary Computation (CEC), 2015 IEEE, pp.738-743
    DOI: 10.1109/CEC.2015.7256964
    显示于类别:[資訊工程學系暨研究所] 會議論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    DetailProgram-ver19.pdf651KbAdobe PDF60检视/开启
    index.html0KbHTML226检视/开启

    在機構典藏中所有的数据项都受到原著作权保护.

    TAIR相关文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回馈