Portfolio optimization using multi-objective genetic algorithms

• Main Authors: Skolpadungket P., Dahal K., Harnpornchai N.
• 格式: Conference or Workshop Item
• 語言: English
• 出版: 2014
• 在線閱讀: http://www.scopus.com/inward/record.url?eid=2-s2.0-79955294923&partnerID=40&md5=551ff28ab5a26f335a244f34e1bb8958; http://cmuir.cmu.ac.th/handle/6653943832/950

A portfolio optimisation problem involves allocation of investment to a number of different assets to maximize yield and minimize risk in a given investment period. The selected assets in a portfolio not only collectively contribute to its yield but also interactively define its risk as usually meas...