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...
Saved in:
Main Author: | Gao, Yuan |
---|---|
Other Authors: | Wang Lipo |
Format: | Final Year Project |
Language: | English |
Published: |
2015
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/63781 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Investment portfolio optimization using evolutionary strategies
by: Wang, Yannan.
Published: (2011) -
Investment portfolio optimization using evolutionary strategies
by: Zou, Menglin
Published: (2014) -
Optimization of credit portfolio by evolutionary algorithm
by: Yan, Ran
Published: (2009) -
Investment portfolio optimization using evolutionary strategies
by: Li, Chenchen.
Published: (2013) -
Investment portfolio optimization using genetic algorithm
by: Peng, Lei.
Published: (2009)