Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
Genetic Algorithm (GA) is adaptive methods which may be used to solve search and optimization problems. In investment, GA is helpful to find the best portfolio optimization. The five syariah securities are taken to optimize the portfolio and then find the best portfolio using the GA. All of the f...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
Faculty of Computer and Mathematical Sciences
2007
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| Subjects: | |
| Online Access: | http://ir.uitm.edu.my/id/eprint/1618/1/TD_MOHD%20FIKRI%20HAFIFI%20YUSOF%20CS%2007_5%20P01.pdf http://ir.uitm.edu.my/id/eprint/1618/ |
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| Summary: | Genetic Algorithm (GA) is adaptive methods which may be used to solve search
and optimization problems. In investment, GA is helpful to find the best portfolio
optimization. The five syariah securities are taken to optimize the portfolio and then find
the best portfolio using the GA. All of the five securities are approved by Security
Commission (SC) of Malaysia. The weekly return of each Syariah securities are taken
from Stock Performance Guide Malaysia produced by Dynaquest Sdn. Bhd. The outcome
from this project is the best syariah securities for we invest and get highest profit.
Keywords: Genetic Algorithm, Portfolio Optimization, Investment |
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