Investment portfolio optimization using evolutionary strategies
This report presents the implementation of applying evolutionary strategy to find a set of optimized portfolios. With the capability of handling multiple objectives and constraints simultaneously, evolutionary strategy is an efficient algorithm in finding the weighted combinations of assets with max...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
2015
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/63781 |
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| Institution: | Nanyang Technological University |
| Language: | English |