Using genetic algorithm to support index fund portfolio strategy- A Case on Taiwan Stock Price Index
碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 94 === Using genetic algorithm (GA),this study propose a index fund portfolio optimization strategy . This strategy is taken by fund managers to scheme when their portfolio can’t be sure about outperforming the market and they can adjust themselves to average perfor...
Main Authors: | , |
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Format: | Others |
Language: | zh-TW |
Published: |
2006
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Online Access: | http://ndltd.ncl.edu.tw/handle/22055476680893928386 |