Optimization of credit portfolio by evolutionary algorithm

• المؤلف الرئيسي: Yan, Ran
• مؤلفون آخرون: Ponnuthurai Nagaratnam Suganthan
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Engineering::Electrical and electronic engineering
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/17913

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...