Genetic Programming for the Investment of the Mutual Fund with Sortino Ratio and Mean Variance Model
碩士 === 國立中山大學 === 資訊工程學系研究所 === 98 === In this thesis, we propose two genetic-programming-based models that improve the trading strategies for mutual funds. These two models can help investors get returns and reduce risks. The first model increases the return by selecting funds with high Sortino rat...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90090776257976174693 |