Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof

Genetic Algorithm (GA) is adaptive methods which may be used to solve search and optimization problems. In investment, GA is helpful to find the best portfolio optimization. The five syariah securities are taken to optimize the portfolio and then find the best portfolio using the GA. All of the f...

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Main Author: Yusof, Mohd Fikri Hafifi
Format: Thesis
Language:English
Published: Faculty of Computer and Mathematical Sciences 2007
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/1618/1/TD_MOHD%20FIKRI%20HAFIFI%20YUSOF%20CS%2007_5%20P01.pdf
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author Yusof, Mohd Fikri Hafifi
author_facet Yusof, Mohd Fikri Hafifi
author_sort Yusof, Mohd Fikri Hafifi
collection UITM
description Genetic Algorithm (GA) is adaptive methods which may be used to solve search and optimization problems. In investment, GA is helpful to find the best portfolio optimization. The five syariah securities are taken to optimize the portfolio and then find the best portfolio using the GA. All of the five securities are approved by Security Commission (SC) of Malaysia. The weekly return of each Syariah securities are taken from Stock Performance Guide Malaysia produced by Dynaquest Sdn. Bhd. The outcome from this project is the best syariah securities for we invest and get highest profit. Keywords: Genetic Algorithm, Portfolio Optimization, Investment
first_indexed 2024-03-06T01:19:53Z
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spelling oai:ir.uitm.edu.my:16182019-07-22T00:48:54Z https://ir.uitm.edu.my/id/eprint/1618/ Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof Yusof, Mohd Fikri Hafifi Electronic Computers. Computer Science Genetic Algorithm (GA) is adaptive methods which may be used to solve search and optimization problems. In investment, GA is helpful to find the best portfolio optimization. The five syariah securities are taken to optimize the portfolio and then find the best portfolio using the GA. All of the five securities are approved by Security Commission (SC) of Malaysia. The weekly return of each Syariah securities are taken from Stock Performance Guide Malaysia produced by Dynaquest Sdn. Bhd. The outcome from this project is the best syariah securities for we invest and get highest profit. Keywords: Genetic Algorithm, Portfolio Optimization, Investment Faculty of Computer and Mathematical Sciences 2007 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/1618/1/TD_MOHD%20FIKRI%20HAFIFI%20YUSOF%20CS%2007_5%20P01.pdf Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof. (2007) Degree thesis, thesis, Universiti Teknologi MARA.
spellingShingle Electronic Computers. Computer Science
Yusof, Mohd Fikri Hafifi
Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_full Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_fullStr Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_full_unstemmed Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_short Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_sort investment portfolio optimization using genetic algorithm mohd fikri hafifi yusof
topic Electronic Computers. Computer Science
url https://ir.uitm.edu.my/id/eprint/1618/1/TD_MOHD%20FIKRI%20HAFIFI%20YUSOF%20CS%2007_5%20P01.pdf
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