Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/45747
Title: Investment portfolio optimization using evolutionary strategies
Authors: Wang, Yannan.
Keywords: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Issue Date: 2011
Abstract: In the financial market, investors enter the market with the aim to make a profit. To ensure that they make an attractive investment, they carefully assess each asset’s performance and compare their risks and returns. When deciding on an investment, it is highly desirable to maximize the return while minimizing the risk level to a certain acceptable level. As the demand for this rises, portfolio optimization becomes a topic of great interest and importance to investors and financial institutions.
URI: http://hdl.handle.net/10356/45747
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:EEE Student Reports (FYP/IA/PA/PI)

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