Portfolio selection and trading by using multi-objective Genetic Algorithm
碩士 === 國立彰化師範大學 === 企業管理學系 === 98 === The well-known mean-variance model cannot satisfy investors’ request for different investment preference and risk diversification. Consequently, we consider genetic algorithms for portfolio selections which consider risk preference including return, risk, liquid...
Main Authors: | chenyo sie, 謝承佑 |
---|---|
Other Authors: | Shian-chang Huang |
Format: | Others |
Language: | en_US |
Published: |
2010
|
Online Access: | http://ndltd.ncl.edu.tw/handle/29844001218643980158 |
Similar Items
-
Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange
by: Seyed Alireza Miryekemami, et al.
Published: (2017-12-01) -
Multi objective project portfolio selection
by: Kamal Baqeri, et al.
Published: (2019-06-01) -
An Application of Global Futures Portfolios Trading Strategies
by: PEI-JIN SIE, et al.
Published: (2016) -
Selecting Optimal Portfolio Using Multi-objective Extended Markowitz Model and Harmony Search Algorithm
by: Khodakaram Salimifard, et al.
Published: (2016-11-01) -
Multi-period Mean-variance Portfolio Selection with Practical Constraints using Genetic Algorithm
by: Yang, Hao-Cyun, et al.
Published: (2012)