Portfolio Optimization Problem Based on Novel Return and Risk Assessment Strategy Improved by Linear Regression Model with Evolutionary Algorithm

碩士 === 國立暨南國際大學 === 資訊工程學系 === 104 === Stock selection is an important and primary issue while investing in the stock market. However, it is worth investigating in the problem of considering not only low risk but also high return on investment while selecting portfolio. From all researches, the...

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Bibliographic Details
Main Authors: LIU, I-I, 劉懿誼
Other Authors: CHOU, YAO-HSIN
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/10869050189213117260