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: 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/
http://ir.uitm.edu.my/id/eprint/1618/1/TD_MOHD%20FIKRI%20HAFIFI%20YUSOF%20CS%2007_5%20P01.pdf
id uitm-1618
recordtype eprints
spelling uitm-16182019-07-22T00:48:54Z http://ir.uitm.edu.my/id/eprint/1618/ Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof Yusof, Mohd Fikri Hafifi Electronic computers. Computer science 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 Faculty of Computer and Mathematical Sciences 2007 Thesis NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/1618/1/TD_MOHD%20FIKRI%20HAFIFI%20YUSOF%20CS%2007_5%20P01.pdf Yusof, Mohd Fikri Hafifi (2007) Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof. Degree thesis, Universiti Teknologi MARA.
repository_type Digital Repository
institution_category Local University
institution Universiti Teknologi MARA
building UiTM Institutional Repository
collection Online Access
language English
topic Electronic computers. Computer science
spellingShingle Electronic computers. Computer science
Yusof, Mohd Fikri Hafifi
Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
description 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
format Thesis
author Yusof, Mohd Fikri Hafifi
author_facet Yusof, Mohd Fikri Hafifi
author_sort Yusof, Mohd Fikri Hafifi
title Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_short Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_full Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_fullStr Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_full_unstemmed Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_sort investment portfolio optimization using genetic algorithm / mohd fikri hafifi yusof
publisher Faculty of Computer and Mathematical Sciences
publishDate 2007
url http://ir.uitm.edu.my/id/eprint/1618/
http://ir.uitm.edu.my/id/eprint/1618/1/TD_MOHD%20FIKRI%20HAFIFI%20YUSOF%20CS%2007_5%20P01.pdf
first_indexed 2023-09-18T22:46:07Z
last_indexed 2023-09-18T22:46:07Z
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