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題名:運用基因演算法與粒子群演算法建構股票投資組合
書刊名:財金論文叢刊
作者:張瑞芳 引用關係陳榮方蔡峰榮
作者(外文):Chang, Jui-fangChen, Jung-fengTsai, Feng-jung
出版日期:2008
卷期:9
頁次:頁79-97
主題關鍵詞:Equity portfolioFund performance evaluationGenetic algorithmsParticle swarm optimization基因演算法粒子群演算法股票投資組合
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:45
期刊論文
1.Treynor, J. L.(1965)。How to Rate Management Investment Funds。Harvard Business Review,43,63-75。  new window
2.Abido, M. A.(2002)。Optimal power flow using particle swarm optimization。Int. J. Electr. Power Energy System,24(7),563-571。  new window
3.Baumgartner, U.、Magele, Ch.、Renhart, W.(2004)。Pareto Optimality and Particle Swarm Optimization。IEEE Transactions on Magnetics,40(2),1172-1175。  new window
4.張瑞芳、朱淑娟、Roddick, John F.、潘正祥(20050700)。A Parallel Particle Swarm Optimization Algorithm with Communication Strategies。Journal of Information Science and Engineering,21(4),809-818。  new window
5.Eun, C.、Kolodny, R.、Resnick, B.(1991)。U.S.-based International Mutual Funds: A Performance Evaluation。Journal of Portfolio Management,88-94。  new window
6.Korczak, J.、Roger, P.(2002)。Stock timing using genetic algorithm。Applied Stochastic Models in Business and Industry,18,121-134。  new window
7.Levy, H.、Sarant, M.(1970)。International Diversification of Investment Portfolios。American Economic Review,17(4),668-675。  new window
8.Nenortaite, J.、Simutis, R.(2004)。Stock's Trading System Based on the Particle Swarm Optimization Algorithm。LNCS,3039,843-850。  new window
9.Orito, Y.、Yamamoto, H.、Yamazaki, G.(2003)。Index fund selections with genetic algorithms and heuristic classifications。Computers and Industrial Engineering,45(1),97-109。  new window
10.Siegel, J. J.(1991)。Does it Pay Stock Investors to Forecast the Business Cycle?。Journal of Portfolio Management,18(1),27-34。  new window
11.Kuo, R. J.、Chen, C. H.、Hwang, Y. C.(2001)。An Intelligent Stock Trading Decision Support System through Integration of Genetic Algorithm Based Fuzzy Neural Network and Artificial Neural Network。Fuzzy Sets and Systems,118(1),21-45。  new window
12.Jensen, M. C.(1968)。The performance of mutual fund in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
13.Xia, Yusen、Liu, B.、Wang, S.、Lai, K. K.(2000)。A Model for Portfolio Selection with Order of Expected Returns。Computers & Operations Research,27(5),409-422。  new window
14.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
15.Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
16.Grubel, Herbert G.(1968)。Internationally Diversified Portfolios: Welfare Gains and Capital Flows。The American Economic Review,58(5),1299-1314。  new window
17.Kim, K. J.、Han, I.(2000)。Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index。Expert Systems with Applications,19(2),125-132。  new window
18.Evans, John L.、Archer, Stephen H.(1968)。Diversification and the reduction of dispersion: An empirical analysis。Journal of Finance,23,761-767。  new window
19.Levy, H.、Lerman, Z.(1988)。The benefits of international diversification in bonds。Financial Analysts Journal,44(5),56-64。  new window
20.Clark, Roger G.、Silva, Harindra de(1998)。State-Dependent Asset Allocation。Journal of Portfolio Management,24(2),57-64。  new window
會議論文
1.Shi, Y.、Eberhart, R. C.(1998)。Parameter Selection in Particle Swarm Optimization。Evolutionary Programming VII: 7th International Conference。New York, NY:Springer Verlag。591-600。  new window
2.Jiang, Rui、Szeto, K. Y.(2002)。Discovering investment strategies in portfolio management: a genetic algorithm approach1206-1210。  new window
3.Ujjin, S.、Bentley, P. J.(2003)。Particle Swarm Optimization Recommender System。The IEEE Swarm Intelligence Symposium。Indiana, USA。124-131。  new window
4.Kennedy, J.、Spears, W.(1998)。Matching Algorithms to Problems: An Experimental Test of the Particle Swarm and Some Genetic Algorithms on the Multimodal Problem Generator。IEEE World Congress on Computational Intelligence,74-77。  new window
5.Eberhart, R. C.、Shi, Y.(2001)。Particle Swarm Optimization: Developments, Applications and Resources。IEEE International Conference on Evolutionary Computation。Piscataway, NJ.:Congress Evolutionary Computation 2001 IEEE service center。81-86。  new window
6.Yoshida, H.、Kawata, K.、Fukuyama, Y.、Nakanishi, Y.(1999)。A particle swarm optimization for reactive power and voltage control considering voltage stability。Rio de Janeiro。117-121。  new window
圖書
1.Brianton, G.(1997)。Risk Management and Financial Derivatives。  new window
2.Holland, J. H.(1975)。Adaptation in Natural and Artificial Systems: An Introductory Analysis with Application to Biology, Control, and Artificial Intelligence。MI:University of Michigan Press。  new window
 
 
 
 
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