Optimization of credit portfolio by evolutionary algorithm

• Main Author: Yan, Ran
• Other Authors: Ponnuthurai Nagaratnam Suganthan
• Format: Final Year Project
• Language: English
• Published: 2009
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: http://hdl.handle.net/10356/17913
• Institution: Nanyang Technological University

During the past few decades, one of the most important advances in the investment field has been the creation of an optimum investment portfolio with desirable risk-return characteristics. The basic portfolio model was developed by Harry Markowitz, who derived the expected rate of return for a portf...