Cardinality constrained portfolio optimization using multi-objective evolutionary algorithms
Constructing an optimal portfolio of assets is a multi-objective optimization process of maximizing return while minimizing risk. Two objectives need to be optimized simultaneously, making it a real world multi-objective optimization problem. Solving such problems is complex and tedious. The clas...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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2013
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| Online Access: | http://hdl.handle.net/10356/54299 |