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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Bibliographic Details
Main Author: Yusof, Mohd Fikri Hafifi
Format: Thesis
Language:English
Published: Faculty of Computer and Mathematical Sciences 2007
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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