Application of Genetic Algorithms and Sharpe Ratio Build Capital Allocation Strategy Based on Taiwan Stock

碩士 === 國立東華大學 === 資訊管理碩士學位學程 === 104 === Stocks have been would be the most frequently used investment tools, although stock have high return on investment, but also with this high-risk. The observation of this study in TW50 index as an investing target, during the training using C_2^50 to generate...

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Bibliographic Details
Main Authors: Yao-Cheng Chuang, 莊曜丞
Other Authors: Jia-Li Hou
Format: Others
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/rey539