Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/54632
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Type: Conference paper
Title: The performance of an adaptive portfolio management system
Author: Ghandar, A.
Michalewicz, Z.
To, T.
Zurbrugg, R.
Citation: Evolutionary Computation, 2008. CEC 2008. (proceedings from the IEEE World Congress on Computational Intelligence, Hong Kong): pp.2208-2216
Publisher: IEEE
Publisher Place: CD
Issue Date: 2008
Series/Report no.: IEEE Congress on Evolutionary Computation
ISBN: 9781424418237
Conference Name: IEEE World Congress on Computational Intelligence (2008 : Hong Kong)
Statement of
Responsibility: 
Ghandar, A.; Michalewicz, Z.; Thuy-Duong To and Zurbruegg, R.
Abstract: This paper describes the operation and performance of a computational intelligence rule-base system that manages a portfolio of stocks according to investment objectives. We present an overview of several improvements to the system presented in previous papers and provide detailed results from applying the system in representative scenarios toward determining the robustness of the approach.
RMID: 0020085494
DOI: 10.1109/CEC.2008.4631092
Published version: http://www.informatik.uni-trier.de/~ley/db/conf/cec/cec2008.html
Appears in Collections:Computer Science publications

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