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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| Format: | Thesis |
| Language: | English |
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Faculty of Computer and Mathematical Sciences
2007
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| 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 |