Evolution computation for investment portfolio optimization
This study investigates the application of genetic algorithms (GA) in portfolio optimization, with a focus on NASDAQ 100 and S&P 500 datasets. The aim was to surpass traditional methods, such as Modern Portfolio Theory (MPT), in adapting to the complex and dynamic financial markets. Our appro...
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| 格式: | Thesis-Master by Coursework |
| 語言: | English |
| 出版: |
Nanyang Technological University
2024
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/174059 |
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| 機構: | Nanyang Technological University |
| 語言: | English |