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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主要作者: | Zhao, Guanglei. |
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其他作者: | Wang Lipo |
格式: | Final Year Project |
語言: | English |
出版: |
2009
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主題: | |
在線閱讀: | http://hdl.handle.net/10356/17981 |
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機構: | Nanyang Technological University |
語言: | English |
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