id author title date pages extension mime words sentences flesch summary cache txt work_xyjg77ll3vdwzpdb44t55ogj3y Wen-Chih Tsai Strategy of global asset allocation using extended classifier system 2010 7 .pdf application/pdf 5264 724 70 XCS model can dynamically learn and adapt to the change of environments for maximizing the desired goals. This paper conducts simulation to apply XCS to global asset allocation in the country-specific exchanged traded Since international stock price trend is influenced by unknown and unpredictable surroundings, using XCS to model the fluctuations on global financial market allows for the discovery of the patterns of the future trends. benchmark data set available at the 24 iShares MSCI (Morgan Stanley Capital International) country funds. Shukla & Singh, 1997 evaluated the performance of the US-based global equity mutual funds during The country-specific ETFs global asset allocation is an investment strategy that attempts to exploit short-term international Like country-specific open and closed-end index funds, countryspecific iShares increase mean–variance efficiency. XCS is based on the Learning Classifier System (LCS) (Holland, Sharpe ratio global asset allocation with the XCS model global ./cache/work_xyjg77ll3vdwzpdb44t55ogj3y.pdf ./txt/work_xyjg77ll3vdwzpdb44t55ogj3y.txt