Portfolio optimization using genetic algorithm

• Main Author: Zhao, Guanglei.
• Other Authors: Wang Lipo
• Format: Final Year Project
• Language: English
• Published: 2009
• Subjects: DRNTU::Engineering::Computer science and engineering::Computing methodologies
• Online Access: http://hdl.handle.net/10356/17981
• Institution: Nanyang Technological University

Portfolio optimization problem calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. As we know, modern portfolio theory provides a well-developed paradigm to form a portfolio with the highest expected return for a given level of risk...