The Study on Construction of Portfolio and Trading Strategy Recommendation Model for Mutual Fund Based on Evolutionary Computation
碩士 === 輔仁大學 === 資訊管理學系 === 99 === This study aims to construct optimal portfolio and trading Strategy Recommendation Model of domestic mutual funds for investors based on Genetic Algorithms (GA) and Gene Expression Programming (GEP). While GA is good at combination optimization, the portfolio will b...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47083408714251499224 |