Yan Chen

18 papers A 5B 6Journal 6Unranked 1
YearRankTypeTitle / Venue / Authors
2012 J jnl
Erratum to "Genetic relation algorithm with guided mutation for the large-scale portfolio optimization" [Expert Systems with Applications 38 (4) (2011) 3353-3363].
Expert Syst. Appl.
Yan Chen, Shingo Mabu, Kotaro Hirasawa
2012 — conf
Stock trading system based on portfolio beta and evolutionary algorithms.
CIFEr
Yan Chen
2011 J jnl
Genetic relation algorithm with guided mutation for the large-scale portfolio optimization.
Expert Syst. Appl.
Yan Chen, Shingo Mabu, Kotaro Hirasawa
2010 J jnl
A model of portfolio optimization using time adapting genetic network programming.
Comput. Oper. Res.
Yan Chen, Shingo Mabu, Kotaro Hirasawa
2010 B conf
A portfolio selection strategy using Genetic Relation Algorithm.
IEEE Congress on Evolutionary Computation
Yan Chen, Shingo Mabu, Kotaro Hirasawa
2009 B conf
A Portfolio Selection Model using Genetic Relation Algorithm and Genetic Network Programming.
SMC
Yan Chen, Shingo Mabu, Kotaro Hirasawa
2009 J jnl
A genetic network programming with learning approach for enhanced stock trading model.
Expert Syst. Appl.
Yan Chen, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa
2009 J jnl
A portfolio optimization model using Genetic Network Programming with control nodes.
Expert Syst. Appl.
Yan Chen, Etsushi Ohkawa, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa
2009 B conf
Constructing portfolio investment strategy based on Time Adapting Genetic Network Programming.
IEEE Congress on Evolutionary Computation
Yan Chen, Shingo Mabu, Etsushi Ohkawa, Kotaro Hirasawa
2008 A conf
Construction of portfolio optimization system using genetic network programming with control nodes.
GECCO
Yan Chen, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa
2008 B conf
Real Time Updating Genetic Network Programming for adapting to the change of stock prices.
IEEE Congress on Evolutionary Computation
Yan Chen, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa
2008 A conf
Stock trading strategies by genetic network programming with flag nodes.
GECCO
Shingo Mabu, Yan Chen, Etsushi Ohkawa, Kotaro Hirasawa
2008 J jnl
Trading Rules on Stock Markets Using Genetic Network Programming with Sarsa Learning.
J. Adv. Comput. Intell. Intell. Informatics
Yan Chen, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa
2008 A conf
Varying portfolio construction of stocks using genetic network programming with control nodes.
GECCO
Etsushi Ohkawa, Yan Chen, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa
2007 A conf
Genetic network programming with actor-critic and its application to stock trading model.
GECCO
Shingo Mabu, Yan Chen, Kotaro Hirasawa, Jinglu Hu
2007 B conf
Genetic network programming with sarsa learning and its application to creating stock trading rules.
IEEE Congress on Evolutionary Computation
Yan Chen, Shingo Mabu, Kotaro Hirasawa, Jinglu Hu
2007 B conf
Stock trading rules using genetic network programming with actor-critic.
IEEE Congress on Evolutionary Computation
Shingo Mabu, Yan Chen, Kotaro Hirasawa, Jinglu Hu
2007 A conf
Trading rules on stock markets using genetic network programming with sarsa learning.
GECCO
Yan Chen, Shingo Mabu, Kotaro Hirasawa, Jinglu Hu