Genetic algorithms for portfolio optimization

• Main Author: Balasubramaniam, Abhinav Narayana
• Other Authors: Ponnuthurai Nagaratnam Suganthan
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2022
• Subjects: Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/158140
• Institution: Nanyang Technological University

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...