Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/18911
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dc.contributor.authorDuan, Van Khanh.-
dc.date.accessioned2009-08-17T06:20:33Z-
dc.date.available2009-08-17T06:20:33Z-
dc.date.copyright2009en_US
dc.date.issued2009-
dc.identifier.urihttp://hdl.handle.net/10356/18911-
dc.description.abstractDue 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.en_US
dc.format.extent74 p.en_US
dc.language.isoenen_US
dc.rightsNanyang Technological University-
dc.subjectDRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systemsen_US
dc.titleA memetic algorithm for portfolio miningen_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorLim Meng Hioten_US
dc.contributor.schoolSchool of Electrical and Electronic Engineeringen_US
dc.description.degreeBachelor of Engineeringen_US
item.grantfulltextrestricted-
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Appears in Collections:EEE Student Reports (FYP/IA/PA/PI)
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