Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof

Yusof, Mohd Fikri Hafifi (2007) Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof. Degree thesis, Universiti Teknologi MARA.

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TD_MOHD FIKRI HAFIFI YUSOF CS 07_5 P01.pdf

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Abstract

Genetic Algorithm (GA) is adaptive methods which may be used to solve search and optimization problems. In investment, GA is helpful to find the best portfolio optimization. The five syariah securities are taken to optimize the portfolio and then find the best portfolio using the GA. All of the five securities are approved by Security Commission (SC) of Malaysia. The weekly return of each Syariah securities are taken from Stock Performance Guide Malaysia produced by Dynaquest Sdn. Bhd. The outcome from this project is the best syariah securities for we invest and get highest profit. Keywords: Genetic Algorithm, Portfolio Optimization, Investment

Item Type: Thesis (Degree)
Creators:
CreatorsID Num.
Yusof, Mohd Fikri HafifiUNSPECIFIED
Subjects: Q Science > QA Mathematics > Instruments and machines > Electronic computers. Computer science
Q Science > QA Mathematics > Instruments and machines > Electronic computers. Computer science
Divisions: Faculty of Computer and Mathematical Sciences
Item ID: 1618
Last Modified: 22 Jul 2019 00:48
Depositing User: Staf Pendigitalan 1
URI: http://ir.uitm.edu.my/id/eprint/1618

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