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...

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Bibliographic Details
Main Authors: Ci-Wei Hong, 洪齊尉
Other Authors: 田方治
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/nhvj26