Financial portfolio optimization

• Main Author: Tan, Yong Sheng
• Other Authors: Ponnuthurai Nagaratnam Suganthan
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2020
• Subjects: Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/139689
• Institution: Nanyang Technological University

In modern financial markets, the major problem faced by investors or fund managers is the allocation of portfolio. With thousands of stocks available on the stock exchanges, the combination of possible portfolio is endless and impossible for humans to process. This limitation can be overcome using M...