Genetic algorithm for portfolio optimization

• Main Author: Upadhyay, Sanjana
• Other Authors: Wang Libo
• Format: Final Year Project
• Language: English
• Published: 2015
• Subjects: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence; DRNTU::Business::Finance::Portfolio management; DRNTU::Business::Finance::Asset allocation; DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
• Online Access: http://hdl.handle.net/10356/64182
• Institution: Nanyang Technological University

This paper aims to study the efficiency of introducing variations in the Genetic Algorithm (GA) shown by Sefiane and Benbouziane in “Portfolio Selection using Genetic Algorithm” in order to optimize a multi-objective problem, which in this case is portfolio optimization. There can be multiple soluti...