Optimal Selection of Indicators and Portfolio by Genetic Algorithms pre- and post- the Financial Crisis

碩士 === 亞洲大學 === 財務金融學系碩士在職專班 === 103 === Based on a literature review and the multiple indicators of fundamentals and chips, this paper employs the genetic algorithm (GA), screens the best analysis indicators and threshold values and determines the most suitable investment portfolio. The data from 2...

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Bibliographic Details
Main Authors: Yu-Ching Li, 李俞青
Other Authors: Yung-Shun Tsai
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/47e33d