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• [P516] A Portfolio Selection Model using Genetic Relation Algorithm and Genetic Network Programming
  Author(s): Yan Chen, Shingo Mabu, Kotaro Hirasawa
  
  

  Abstract
  indicates the relationship between nodes in GRA. The algorithm evaluates the relationships between stock brands using a specific measure of strength and generates the optimal portfolio in the final generation. The efficiency of GRA method is confirmed by the stock trading model using "Genetic Network Programming" (GNP) that has been proposed in the previous study. We present the experimental results obtained by GRA and compare them with those obtained by traditional method, and it is clarified that the proposed model can obtain much higher profits than the traditional one.

  
   

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