Investment portfolio optimization using genetic algorithm

In investment, it is highly desirable to maximize return or profit within a given risk level. Constructing a portfolio of investments to optimize the outcome is among the most significant financial decisions facing individuals and institutions. Essentially the standard portfolio optimization probl...

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Bibliographic Details
Main Author: Peng, Lei.
Other Authors: Wang Lipo
Format: Final Year Project (FYP)
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10356/17852