Portfolio optimization using genetic algorithm
65 p.
| Autor principal: | |
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| Formato: | Tese |
| Publicado em: |
2010
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| Acesso em linha: | http://hdl.handle.net/10356/39164 |
| _version_ | 1826127285577580544 |
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| author | Gnanasambandapillai Vikkitharan. |
| author2 | Ponnuthurai Nagaratnam Suganthan |
| author_facet | Ponnuthurai Nagaratnam Suganthan Gnanasambandapillai Vikkitharan. |
| author_sort | Gnanasambandapillai Vikkitharan. |
| collection | NTU |
| description | 65 p. |
| first_indexed | 2024-10-01T07:06:22Z |
| format | Thesis |
| id | ntu-10356/39164 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T07:06:22Z |
| publishDate | 2010 |
| record_format | dspace |
| spelling | ntu-10356/391642023-07-04T15:25:36Z Portfolio optimization using genetic algorithm Gnanasambandapillai Vikkitharan. Ponnuthurai Nagaratnam Suganthan School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Electronic circuits 65 p. Portfolio optimization is a multi-objective, non-linear optimization problem for maximum return with minimum risk. It normally has a huge number of input variables (assets) and numerous local optima; Therefore mathematical derivatives based optimization is very difficult or impossible to be applied. Genetic algorithms (GA) have been used for this kind of problem, as it is good to deal with optimization involving a large number of inputs and non-linear multi-model objectives. But performance of GA optimization degrades when the number of inputs of the problem increases. Master of Science (Computer Control and Automation) 2010-05-21T04:46:46Z 2010-05-21T04:46:46Z 2007 2007 Thesis http://hdl.handle.net/10356/39164 application/pdf |
| spellingShingle | DRNTU::Engineering::Electrical and electronic engineering::Electronic circuits Gnanasambandapillai Vikkitharan. Portfolio optimization using genetic algorithm |
| title | Portfolio optimization using genetic algorithm |
| title_full | Portfolio optimization using genetic algorithm |
| title_fullStr | Portfolio optimization using genetic algorithm |
| title_full_unstemmed | Portfolio optimization using genetic algorithm |
| title_short | Portfolio optimization using genetic algorithm |
| title_sort | portfolio optimization using genetic algorithm |
| topic | DRNTU::Engineering::Electrical and electronic engineering::Electronic circuits |
| url | http://hdl.handle.net/10356/39164 |
| work_keys_str_mv | AT gnanasambandapillaivikkitharan portfoliooptimizationusinggeneticalgorithm |