Evolution computation for investment portfolio optimization

Evolution computation for investment portfolio optimization

This study investigates the application of genetic algorithms (GA) in portfolio optimization, with a focus on NASDAQ 100 and S&P 500 datasets. The aim was to surpass traditional methods, such as Modern Portfolio Theory (MPT), in adapting to the complex and dynamic financial markets. Our appro...

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Bibliographic Details
Main Author: Zhang, Yuqi
Other Authors: Mao Kezhi
Format: Thesis-Master by Coursework
Language:English
Published: Nanyang Technological University 2024
Subjects:
Engineering
Online Access:https://hdl.handle.net/10356/174059

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