Investment portfolio optimization using genetic algorithm
In investment, it is highly desirable to maximize return or profit within a given risk level. Constructing a portfolio of investments to optimize the outcome is among the most significant financial decisions facing individuals and institutions. Essentially the standard portfolio optimization probl...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
2009
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| Online Access: | http://hdl.handle.net/10356/17852 |
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| Institution: | Nanyang Technological University |
| Language: | English |