Portfolio optimization using multi-objective genetic algorithms
A portfolio optimisation problem involves allocation of investment to a number of different assets to maximize yield and minimize risk in a given investment period. The selected assets in a portfolio not only collectively contribute to its yield but also interactively define its risk as usually meas...
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| Main Authors: | , , |
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| 格式: | Conference Proceeding |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=79955294923&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/60975 |
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