An Evolutionary Weight Encoding Scheme and Crossover Methodology in Portfolio Assets Allocation

碩士 === 國立高雄應用科技大學 === 資訊管理研究所碩士班 === 95 === The Portfolio is best tool for avoid investment risk was proposed by Markowitz in 1952. The asset allocation problem is one of the portfolio topics to making people perplex very much among them. The asset allocation optimization problem is complex and NP-h...

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Bibliographic Details
Main Authors: Hsin-Chieh Wang, 王信傑
Other Authors: Ping-Chen Lin
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/16681186144376641296