Integration of Genetic Algorithm and Particle Swarm Optimization Algorithm for Portfolio Optimization
碩士 === 國立臺北科技大學 === 工業工程與管理研究所 === 97 === In the investment market, investors concern greatly about investment target selection and asset allocation under the risk of investment market. Therefore, this research applies soft computing methods to develop a two-stage portfolio method. The first stage u...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
|
Online Access: | http://ndltd.ncl.edu.tw/handle/nhvj26 |