Optimization of portfolios with and without constraints using evolutionary algorithms

• Main Author: Siddhant Gupta.
• Other Authors: Ponnuthurai Nagaratnam Suganthan
• Format: Final Year Project
• Language: English
• Published: 2009
• Subjects: DRNTU::Engineering
• Online Access: http://hdl.handle.net/10356/17904
• Institution: Nanyang Technological University

Diversification through portfolio construction has become an increasingly important tool in finance for minimizing risk associated with investment. There are two objectives that need to be optimized during portfolio constructions, thus making it a real-world multi-objective optimization problem. One...