An Optimal Stock Market Portfolio Proportion Model Using Genetic Algorithm

An Optimal Stock Market Portfolio Proportion Model Using Genetic Algorithm

To reduce the amount of loss due to investment risk, an investor or stockbroker usually forms an optimal stock portfolio. This technique is done to get the maximum return of investment on shares to be purchased. However, in forming a stock portfolio required a fairly complex calculations and certain...

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Bibliographic Details
Main Authors: Wahyono Wahyono, Chasandra Puspitasari, Muhammad Dzulfikar Fauzi, Kasliono Kasliono, Wahyu Sri Mulyani, Laksono Kurnianggoro
Format: Article
Language:English
Published: Universitas Gadjah Mada 2018-07-01
Series:IJCCS (Indonesian Journal of Computing and Cybernetics Systems)
Subjects:
genetic algorithm
LQ45 index
stock market portfolio
single index model
Online Access:https://jurnal.ugm.ac.id/ijccs/article/view/36154

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