Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof

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 f...

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Main Author:	Yusof, Mohd Fikri Hafifi
Format:	Thesis
Language:	English
Published:	2007
Subjects:	Electronic Computers Computer Science
Online Access:	https://ir.uitm.edu.my/id/eprint/1618/1/TD_MOHD%20FIKRI%20HAFIFI%20YUSOF%20CS%2007_5%20P01.pdf
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id	my-uitm-ir.1618
record_format	uketd_dc
spelling	my-uitm-ir.16182019-07-22T00:48:54Z Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof 2007 Yusof, Mohd Fikri Hafifi Electronic Computers. Computer Science 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 Faculty of Computer and Mathematical Sciences 2007 Thesis https://ir.uitm.edu.my/id/eprint/1618/ https://ir.uitm.edu.my/id/eprint/1618/1/TD_MOHD%20FIKRI%20HAFIFI%20YUSOF%20CS%2007_5%20P01.pdf text en public degree Universiti Teknologi MARA Faculty of Computer and Mathematical Sciences
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
topic	Electronic Computers Computer Science
spellingShingle	Electronic Computers Computer Science Yusof, Mohd Fikri Hafifi Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
description	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
format	Thesis
qualification_level	Bachelor degree
author	Yusof, Mohd Fikri Hafifi
author_facet	Yusof, Mohd Fikri Hafifi
author_sort	Yusof, Mohd Fikri Hafifi
title	Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_short	Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_full	Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_fullStr	Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_full_unstemmed	Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof
title_sort	investment portfolio optimization using genetic algorithm / mohd fikri hafifi yusof
granting_institution	Universiti Teknologi MARA
granting_department	Faculty of Computer and Mathematical Sciences
publishDate	2007
url	https://ir.uitm.edu.my/id/eprint/1618/1/TD_MOHD%20FIKRI%20HAFIFI%20YUSOF%20CS%2007_5%20P01.pdf
_version_	1783733038077706240

Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof

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