Investment portfolio optimization using evolutionary strategies

• 主要作者: Wang, Yannan.
• 其他作者: Wang Lipo
• 格式: Final Year Project
• 語言: English
• 出版: 2011
• 主題: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
• 在線閱讀: http://hdl.handle.net/10356/45747
• 機構: 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...