Cardinality constrained portfolio optimization using multi-objective evolutionary algorithms

• 主要作者: Ashok, Vivek Kumar.
• 其他作者: Ponnuthurai Nagaratnam Suganthan
• 格式: Final Year Project
• 語言: English
• 出版: 2013
• 主題: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
• 在線閱讀: http://hdl.handle.net/10356/54299
• 機構: Nanyang Technological University

Constructing an optimal portfolio of assets is a multi-objective optimization process of maximizing return while minimizing risk. Two objectives need to be optimized simultaneously, making it a real world multi-objective optimization problem. Solving such problems is complex and tedious. The clas...