Investment portfolio optimization using evolutionary strategies

• Main Author: Wang, Yannan.
• Other Authors: Wang Lipo
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
• Online Access: http://hdl.handle.net/10356/45747
• Institution: Nanyang Technological University

In the financial market, investors enter the market with the aim to make a profit. To ensure that they make an attractive investment, they carefully assess each asset’s performance and compare their risks and returns. When deciding on an investment, it is highly desirable to maximize the return whil...