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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/54632
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dc.contributor.authorGhandar, A.-
dc.contributor.authorMichalewicz, Z.-
dc.contributor.authorTo, T.-
dc.contributor.authorZurbrugg, R.-
dc.date.issued2008-
dc.identifier.citationEvolutionary Computation, 2008. CEC 2008. (proceedings from the IEEE World Congress on Computational Intelligence, Hong Kong): pp.2208-2216-
dc.identifier.isbn9781424418237-
dc.identifier.urihttp://hdl.handle.net/2440/54632-
dc.description.abstractThis 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.-
dc.description.statementofresponsibilityGhandar, A.; Michalewicz, Z.; Thuy-Duong To and Zurbruegg, R.-
dc.language.isoen-
dc.publisherIEEE-
dc.relation.ispartofseriesIEEE Congress on Evolutionary Computation-
dc.source.urihttp://dx.doi.org/10.1109/cec.2008.4631092-
dc.titleThe performance of an adaptive portfolio management system-
dc.typeConference paper-
dc.contributor.conferenceIEEE World Congress on Computational Intelligence (2008 : Hong Kong)-
dc.identifier.doi10.1109/CEC.2008.4631092-
dc.publisher.placeCD-
pubs.publication-statusPublished-
dc.identifier.orcidZurbrugg, R. [0000-0002-8652-0028]-
Appears in Collections:Aurora harvest 5
Computer Science publications

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