Open AccessUsing genetic algorithm to construct a momentum-based stock fund
Publication year - 2021
Publication title -
journal of mathematical and computational science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.12
H-Index - 2
ISSN - 1927-5307
DOI - 10.28919/jmcs/6912
Subject(s) - sharpe ratio , portfolio , portfolio optimization , computational finance , computer science , capital asset pricing model , econometrics , stock (firearms) , mathematical optimization , economics , actuarial science , financial economics , mathematics , finance , engineering , mechanical engineering
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