A memetic algorithm for portfolio mining

• Main Author: Duan, Van Khanh.
• Other Authors: Lim Meng Hiot
• Format: Final Year Project
• Language: English
• Published: 2009
• Subjects: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
• Online Access: http://hdl.handle.net/10356/18911
• Institution: Nanyang Technological University

Due to economic crisis, some hedge funds and investment banks face the prospect of bankruptcy, including those that are well managed. This brings about the idea of portfolio management, an area extensively discussed in the journals and economic papers. In this project, we focus on using genetic/ mem...