An Approach for Diverse Group Stock Portfolio Optimization Using the Fuzzy Grouping Genetic Algorithm

2018 ◽  
pp. 510-518 ◽  
Author(s):  
Chun-Hao Chen ◽  
Bing-Yang Chiang ◽  
Tzung-Pei Hong ◽  
Ding-Chau Wang ◽  
Jerry Chun-Wei Lin
Keyword(s):  
Genetic Algorithm ◽  
Portfolio Optimization ◽  
Diverse Group ◽  
Grouping Genetic Algorithm ◽  
Stock Portfolio

scholarly journals An Effective Approach for the Diverse Group Stock Portfolio Optimization Using Grouping Genetic Algorithm

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 155871-155884
Author(s):  
Chun-Hao Chen ◽  
Cheng-Yu Lu ◽  
Tzung-Pei Hong ◽  
Jerry Chun-Wei Lin ◽  
Matteo Gaeta
Keyword(s):  
Genetic Algorithm ◽  
Portfolio Optimization ◽  
Diverse Group ◽  
Grouping Genetic Algorithm ◽  
Stock Portfolio

The Development of Strategy for Stock Portfolio Optimization in Oil and Gas Sector

2017 ◽  
Vol 2017 (2) ◽  
pp. 65-89 ◽  
Author(s):  
Yuliya Gurvits
Keyword(s):  
Genetic Algorithm ◽  
Portfolio Optimization ◽  
Oil And Gas ◽  
Comprehensive Analysis ◽  
Distribution Functions ◽  
Financial Ratios ◽  
Econometric Methods ◽  
Modern Methods ◽  
Stock Portfolio ◽  
Oil And Gas Sector

The article provides the analysis of traditional and modern methods of portfolio optimization, such as mathematical programming, genetic algorithm, the priority index and finding the weights of the shares in proportion to market capitalization and financial ratios. The author has developed the new econometric methods of stock portfolio formation based on comprehensive analysis of distribution functions and the key financial ratios of companies. The optimization strategies were tested for efficiency on data for the period from 2010 to 2015.

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