STOCK PORTOFOLIO VALUE AT RISK MINIMIZATION USING COMBINED METHOD OF GENETIC ALGORITHM AND SIMULATED ANNEALING

• المؤلف الرئيسي: Unsulangi, Kevin
• التنسيق: Final Project
• اللغة: Indonesia
• الموضوعات: Fisika
• الوصول للمادة أونلاين: https://digilib.itb.ac.id/gdl/view/38104

In a stock market, an investor must have an investment strategy that has many benefits with little risk. It becomes difficult because of the many variables that are taken into account. One solution is to calculate Value at Risk (VaR), or the calculation of the maximum loss probability of an invest...