Genetic algorithms for portfolio optimization
In the modern age financial markets have grown dramatically and become vastly more complicated. Subsequently, this makes investing to gain from assets in these markets far more complicated as well. The aim of this study is twofold, finding ways to create optimal portfolios using Markowitz’s model...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
Nanyang Technological University
2022
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| Online Access: | https://hdl.handle.net/10356/158140 |
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| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | In the modern age financial markets have grown dramatically and become vastly
more complicated. Subsequently, this makes investing to gain from assets in these
markets far more complicated as well. The aim of this study is twofold, finding ways
to create optimal portfolios using Markowitz’s model and providing an interface for
users to perform optimizations based on methods in the study. The experimentation
tests various factors such as time duration, frequency of data points, algorithm used
to solve the problem etc.. The user interface should be easily available, intuitive and
seamless, it should enable users to perform optimization on their datasets using
methods in the experiment. |
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