The Study of Optimal Portfolio Decision Based on Multi-parent Genetic Algorithms

• Main Authors: He-lun Shih, 施和綸
• Other Authors: none
• Format: Others
• Language: zh-TW
• Published: 2011
• Online Access: http://ndltd.ncl.edu.tw/handle/00874149653022603929

碩士 === 世新大學 === 資訊管理學研究所(含碩專班) === 99 === In recent years the GDP is reducing, but the CPI is keeping rising. Wealth management has already turned into one of the important issue in our lives. In lots of investment products, this paper's objective is the stock of listedcompany in Taiwan. Depends on portfolio idea from Markowitz (1952) to extend the portfolio decision model to offer superprofit for Investments. First, this paper is based on fundamental analysis to select the valuable stock be underestimated. Then decide transaction timing by technical analysis. Use the paper about modified Sharpe Index from Campbell (2001) and MPGA to improve GA Crossover multiplicity's problems. Attempt to simulate investment decision to gain superprofit for investments. This paper to prove Historic information, and investment decision model can exceed TWSE50's performance. Design a better portfolio decision model.