Portfolio optimization using genetic algorithm
Portfolio optimization problem calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. As we know, modern portfolio theory provides a well-developed paradigm to form a portfolio with the highest expected return for a given level of risk...
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| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2009
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| Online Access: | http://hdl.handle.net/10356/17981 |