Genetic algorithm for portfolio optimization

Genetic algorithm for portfolio optimization

This paper aims to study the efficiency of introducing variations in the Genetic Algorithm (GA) shown by Sefiane and Benbouziane in “Portfolio Selection using Genetic Algorithm” in order to optimize a multi-objective problem, which in this case is portfolio optimization. There can be multiple soluti...

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Bibliographic Details
Main Author: Upadhyay, Sanjana
Other Authors: Wang Libo
Format: Final Year Project (FYP)
Language:English
Published: 2015
Subjects:
DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
DRNTU::Business::Finance::Portfolio management
DRNTU::Business::Finance::Asset allocation
DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Online Access:http://hdl.handle.net/10356/64182

Internet

http://hdl.handle.net/10356/64182

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