Investment portfolio optimization using genetic algorithm

• Main Author: Peng, Lei.
• Other Authors: Wang Lipo
• Format: Final Year Project
• Language: English
• Published: 2009
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: http://hdl.handle.net/10356/17852
• Institution: Nanyang Technological University

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...