Portfolio optimization using genetic algorithm

65 p.

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Bibliographic Details
Main Author:	Gnanasambandapillai Vikkitharan.
Other Authors:	Ponnuthurai Nagaratnam Suganthan
Format:	Theses and Dissertations
Published:	2010
Subjects:	DRNTU::Engineering::Electrical and electronic engineering::Electronic circuits
Online Access:	http://hdl.handle.net/10356/39164
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Institution:	Nanyang Technological University

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record_format	dspace
spelling	sg-ntu-dr.10356-391642023-07-04T15:25:36Z Portfolio optimization using genetic algorithm Gnanasambandapillai Vikkitharan. Ponnuthurai Nagaratnam Suganthan School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Electronic circuits 65 p. Portfolio optimization is a multi-objective, non-linear optimization problem for maximum return with minimum risk. It normally has a huge number of input variables (assets) and numerous local optima; Therefore mathematical derivatives based optimization is very difficult or impossible to be applied. Genetic algorithms (GA) have been used for this kind of problem, as it is good to deal with optimization involving a large number of inputs and non-linear multi-model objectives. But performance of GA optimization degrades when the number of inputs of the problem increases. Master of Science (Computer Control and Automation) 2010-05-21T04:46:46Z 2010-05-21T04:46:46Z 2007 2007 Thesis http://hdl.handle.net/10356/39164 application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Engineering::Electrical and electronic engineering::Electronic circuits
spellingShingle	DRNTU::Engineering::Electrical and electronic engineering::Electronic circuits Gnanasambandapillai Vikkitharan. Portfolio optimization using genetic algorithm
description	65 p.
author2	Ponnuthurai Nagaratnam Suganthan
author_facet	Ponnuthurai Nagaratnam Suganthan Gnanasambandapillai Vikkitharan.
format	Theses and Dissertations
author	Gnanasambandapillai Vikkitharan.
author_sort	Gnanasambandapillai Vikkitharan.
title	Portfolio optimization using genetic algorithm
title_short	Portfolio optimization using genetic algorithm
title_full	Portfolio optimization using genetic algorithm
title_fullStr	Portfolio optimization using genetic algorithm
title_full_unstemmed	Portfolio optimization using genetic algorithm
title_sort	portfolio optimization using genetic algorithm
publishDate	2010
url	http://hdl.handle.net/10356/39164
_version_	1772828024596594688

Portfolio optimization using genetic algorithm

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