Method Of Genetic Algorithms For The Optimal Investment Portfolio
2018 5TH INTERNATIONAL CONFERENCE ON CONTROL, DECISION AND INFORMATION TECHNOLOGIES (CODIT)(2018)
摘要
this paper is devoted to the problem of optimal investment portfolio design on the base of mathematical modeling tools and method of genetic algorithms. The purpose relates to investing the funds into financial assets such that certain requirements regarding the expected profits and possible losses would be reached. The main result is developing a state-space dynamical model of portfolio management and applying a genetic algorithm in order to obtain the optimal solution.
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关键词
genetic algorithm,optimal investment portfolio design,mathematical modeling tools,state-space dynamical model,portfolio management,optimal solution,expected profits,possible losses,funds,financial assets
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