關鍵字查詢 | 類別:會議論文 | | 關鍵字:Mining group stock portfolio by using grouping genetic algorithms

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序號 學年期 教師動態
1 103/2 資工系 陳俊豪 教授 會議論文 發佈 Mining group stock portfolio by using grouping genetic algorithms , [103-2] :Mining group stock portfolio by using grouping genetic algorithms會議論文Mining group stock portfolio by using grouping genetic algorithmsC. H. Chen; C. B. Lin; C. C. Chendata mining;genetic algorithms;grouping genetic algorithms;grouping problems;stock portfolio optimizationEvolutionary Computation (CEC), 2015 IEEE, pp.738-743In 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
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