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A Combination Genetic Algorithm with Applications on Portfolio Optimization

  • Jiah-Shing Chen
  • Jia-Leh Hou
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4031)

Abstract

This paper proposes a combination genetic algorithm (GA) for solving the combination optimization problems which can not be naturally solved by standard GAs. A combination encoding scheme and genetic operators are designed for solving combination optimization problems. We apply this combination GA to the portfolio optimization problem which can be reformulated approximately as a combination optimization problem. Experimental results show that the proposed combination GA is effective in solving the portfolio optimization problem.

Keywords

Genetic Algorithm Travel Salesman Problem Crossover Operator Portfolio Optimization Combination Optimization Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Jiah-Shing Chen
    • 1
  • Jia-Leh Hou
    • 1
  1. 1.National Central UniversityJungliTaiwan

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