Optimization of portfolios with and without constraints using evolutionary algorithms
Diversification through portfolio construction has become an increasingly important tool in finance for minimizing risk associated with investment. There are two objectives that need to be optimized during portfolio constructions, thus making it a real-world multi-objective optimization problem. One...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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2009
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| Online Access: | http://hdl.handle.net/10356/17904 |