Using Genetic Algorithm for Index Tracking–Evidence from Shanghai 50

TELKOMNIKA Indonesian Journal of Electrical Engineering ◽

10.11591/telkomnika.v12i3.4801 ◽

2014 ◽

Vol 12 (3) ◽

Author(s):

Jian-he Liu ◽

Xin Wu ◽

Qing-Song Fang

Keyword(s):

Genetic Algorithm ◽

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A genetic algorithm for the UCITS-constrained index-tracking problem

2017 IEEE Congress on Evolutionary Computation (CEC) ◽

10.1109/cec.2017.7969394 ◽

2017 ◽

Author(s):

Oliver Strub ◽

Norbert Trautmann

Keyword(s):

Genetic Algorithm ◽

Index Tracking ◽

Tracking Problem

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High-Dimensional Index Tracking with Cointegrated Assets Using an Hybrid Genetic Algorithm

SSRN Electronic Journal ◽

10.2139/ssrn.1785908 ◽

2011 ◽

Author(s):

Daniele Bianchi ◽

Antonio Gargano

Keyword(s):

Genetic Algorithm ◽

Hybrid Genetic Algorithm ◽

High Dimensional ◽

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Stock index tracking by Pareto efficient genetic algorithm

Applied Soft Computing ◽

10.1016/j.asoc.2013.08.012 ◽

2013 ◽

Vol 13 (12) ◽

pp. 4519-4535 ◽

Author(s):

He Ni ◽

Yongqiao Wang

Keyword(s):

Genetic Algorithm ◽

Stock Index ◽

Index Tracking ◽

Pareto Efficient

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Genetic algorithm versus classical methods in sparse index tracking

Decisions in Economics and Finance ◽

10.1007/s10203-017-0191-y ◽

2017 ◽

Vol 40 (1-2) ◽

pp. 243-256 ◽

Author(s):

Margherita Giuzio

Keyword(s):

Genetic Algorithm ◽

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Optimized index tracking using a hybrid genetic algorithm

2008 IEEE Congress on Evolutionary Computation (IEEE World Congress on Computational Intelligence) ◽

10.1109/cec.2008.4631108 ◽

2008 ◽

Author(s):

Roland Jeurissen ◽

Jan van den Berg

Keyword(s):

Genetic Algorithm ◽

Hybrid Genetic Algorithm ◽

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Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming

Annals of Operations Research ◽

10.1007/s10479-016-2111-x ◽

2016 ◽

Vol 258 (2) ◽

pp. 849-867 ◽

Author(s):

Leonardo Riegel Sant’Anna ◽

Tiago Pascoal Filomena ◽

Pablo Cristini Guedes ◽

Denis Borenstein

Keyword(s):

Genetic Algorithm ◽

Linear Programming ◽

Index Tracking ◽

Hybrid Heuristic ◽

Non Linear Programming ◽

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Index Tracking using a Hybrid Genetic Algorithm

2005 ICSC Congress on Computational Intelligence Methods and Applications ◽

10.1109/cima.2005.1662364 ◽

2006 ◽

Author(s):

R. Jeurissen ◽

J. van den Berg

Keyword(s):

Genetic Algorithm ◽

Hybrid Genetic Algorithm ◽

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A genetic algorithm-based heuristic for solving the weighted maximum independent set and some equivalent problems

Journal of the Operational Research Society ◽

10.1038/sj.jors.2600405 ◽

1997 ◽

Vol 48 (6) ◽

pp. 612-622 ◽

Author(s):

M Hifi

Keyword(s):

Genetic Algorithm ◽

Independent Set ◽

Maximum Independent Set ◽

Equivalent Problems

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The ground state energy of the ±J spin glass from the genetic algorithm

Journal de Physique I ◽

10.1051/jp1:1994112 ◽

1994 ◽

Vol 4 (9) ◽

pp. 1281-1285 ◽

Author(s):

P. Sutton ◽

D. L. Hunter ◽

N. Jan

Keyword(s):

Genetic Algorithm ◽

Ground State Energy ◽

Ground State ◽

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Vertical-Axis Wind Turbine Blade-Shape Optimization Using a Genetic Algorithm and Direct-Forcing Immersed Boundary Method

Journal of Energy Engineering ◽

10.1061/(asce)ey.1943-7897.0000741 ◽

2021 ◽

Vol 147 (2) ◽

pp. 04020091

Author(s):

Ming-Jyh Chern ◽

Desta Goytom Tewolde ◽

Chao-Ching Kao ◽

Nima Vaziri

Keyword(s):

Genetic Algorithm ◽

Shape Optimization ◽

Wind Turbine ◽

Turbine Blade ◽

Immersed Boundary Method ◽

Vertical Axis ◽

Immersed Boundary ◽

Vertical Axis Wind Turbine ◽

Blade Shape ◽

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