Using Genetic Algorithm to Determine the Optimal Portfolio with Fundamental and Technical Analysis
碩士 === 國立臺北大學 === 企業管理學系 === 97 === In 1952, Markowitz innovates the mean-variance model for the portfolio selection problems. Henceforward this model has been the cornerstone of portfolio research and has served as a basis for the development of financial investment methodology. However, the proble...
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| Format: | Others |
| Language: | zh-TW |
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2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95357801184735922589 |