Investment portfolio optimization using evolutionary strategies

Investment portfolio optimization using evolutionary strategies

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...

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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
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Institution: Nanyang Technological University
Language: English
id sg-ntu-dr.10356-45747
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spelling sg-ntu-dr.10356-457472023-07-07T16:38:03Z Investment portfolio optimization using evolutionary strategies Wang, Yannan. Wang Lipo School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems 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 while minimizing the risk level to a certain acceptable level. As the demand for this rises, portfolio optimization becomes a topic of great interest and importance to investors and financial institutions. Bachelor of Engineering 2011-06-16T09:05:28Z 2011-06-16T09:05:28Z 2011 2011 Final Year Project (FYP) http://hdl.handle.net/10356/45747 en Nanyang Technological University 67 p. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
spellingShingle DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Wang, Yannan.
Investment portfolio optimization using evolutionary strategies
description 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 while minimizing the risk level to a certain acceptable level. As the demand for this rises, portfolio optimization becomes a topic of great interest and importance to investors and financial institutions.
author2 Wang Lipo
author_facet Wang Lipo
Wang, Yannan.
format Final Year Project
author Wang, Yannan.
author_sort Wang, Yannan.
title Investment portfolio optimization using evolutionary strategies
title_short Investment portfolio optimization using evolutionary strategies
title_full Investment portfolio optimization using evolutionary strategies
title_fullStr Investment portfolio optimization using evolutionary strategies
title_full_unstemmed Investment portfolio optimization using evolutionary strategies
title_sort investment portfolio optimization using evolutionary strategies
publishDate 2011
url http://hdl.handle.net/10356/45747
_version_ 1772825753842352128

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