Application of Genetic Algorithm on the Fund Assignment of Stock Portfolio
碩士 === 國立臺灣科技大學 === 管理學院MBA === 96 === Traditional mean-variance efficient portfolio is the best way to establish the fit risky assets portfolio. In this paper, the genetic algorithm is applied to solve the portfolio investment problem. I propose a method for fund assignment of stock portfolio by ge...
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2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41524309939320097402 |
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ndltd-TW-096NTUS57350032016-05-13T04:15:15Z http://ndltd.ncl.edu.tw/handle/41524309939320097402 Application of Genetic Algorithm on the Fund Assignment of Stock Portfolio 應用基因演算於股票市場之投資組合資金分配 Yu-Ju Cho 卓玉如 碩士 國立臺灣科技大學 管理學院MBA 96 Traditional mean-variance efficient portfolio is the best way to establish the fit risky assets portfolio. In this paper, the genetic algorithm is applied to solve the portfolio investment problem. I propose a method for fund assignment of stock portfolio by genetic algorithm. Comparisons of genetic algorithm with mean-variance efficient portfolio theory are performed and results show evidence that GA is reliable for fund assignment of stock portfolio over a long period. Shang-Wu Yu 余尚武 2008 學位論文 ; thesis 48 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
| description |
碩士 === 國立臺灣科技大學 === 管理學院MBA === 96 === Traditional mean-variance efficient portfolio is the best way to establish the fit risky assets portfolio. In this paper, the genetic algorithm is applied to solve the portfolio investment problem. I propose a method for fund assignment of stock portfolio by genetic algorithm. Comparisons of genetic algorithm with mean-variance efficient portfolio theory are performed and results show evidence that GA is reliable for fund assignment of stock portfolio over a long period.
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| author2 |
Shang-Wu Yu |
| author_facet |
Shang-Wu Yu Yu-Ju Cho 卓玉如 |
| author |
Yu-Ju Cho 卓玉如 |
| spellingShingle |
Yu-Ju Cho 卓玉如 Application of Genetic Algorithm on the Fund Assignment of Stock Portfolio |
| author_sort |
Yu-Ju Cho |
| title |
Application of Genetic Algorithm on the Fund Assignment of Stock Portfolio |
| title_short |
Application of Genetic Algorithm on the Fund Assignment of Stock Portfolio |
| title_full |
Application of Genetic Algorithm on the Fund Assignment of Stock Portfolio |
| title_fullStr |
Application of Genetic Algorithm on the Fund Assignment of Stock Portfolio |
| title_full_unstemmed |
Application of Genetic Algorithm on the Fund Assignment of Stock Portfolio |
| title_sort |
application of genetic algorithm on the fund assignment of stock portfolio |
| publishDate |
2008 |
| url |
http://ndltd.ncl.edu.tw/handle/41524309939320097402 |
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AT yujucho applicationofgeneticalgorithmonthefundassignmentofstockportfolio AT zhuōyùrú applicationofgeneticalgorithmonthefundassignmentofstockportfolio AT yujucho yīngyòngjīyīnyǎnsuànyúgǔpiàoshìchǎngzhītóuzīzǔhézījīnfēnpèi AT zhuōyùrú yīngyòngjīyīnyǎnsuànyúgǔpiàoshìchǎngzhītóuzīzǔhézījīnfēnpèi |
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