Portfolio optimization using genetic algorithm

Portfolio optimization using genetic algorithm

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...

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書目詳細資料
主要作者:	Zhao, Guanglei.
其他作者:	Wang Lipo
格式:	Final Year Project
語言:	English
出版:	2009
主題:	DRNTU::Engineering::Computer science and engineering::Computing methodologies
在線閱讀:	http://hdl.handle.net/10356/17981
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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