Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/18911
Title: A memetic algorithm for portfolio mining
Authors: Duan, Van Khanh.
Keywords: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Issue Date: 2009
Abstract: Due to economic crisis, some hedge funds and investment banks face the prospect of bankruptcy, including those that are well managed. This brings about the idea of portfolio management, an area extensively discussed in the journals and economic papers. In this project, we focus on using genetic/ memetic algorithm and Markowitz’s theory of modern portfolio to help investors manage their portfolio effectively. In short, genetic/ memetic algorithm is a search technique used in computing to find approximate solutions to optimization and search problems. This project also research about game to measure level of risk aversion of investors by providing a virtual market trading platform which is relatively new in the field of finance.
URI: http://hdl.handle.net/10356/18911
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:EEE Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
Doan_Van_Khanh_FYP.pdf
  Restricted Access
1.25 MBAdobe PDFView/Open

Page view(s) 10

223
checked on Oct 25, 2020

Download(s) 10

8
checked on Oct 25, 2020

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.