Portfolio Selection of Health Care and Oil and Gas Sector by the Means of Genetic Algorithms Based on Population and Survival of the Fittest

Autor:	Oyewola, David, Hakimi, D., YAHAYA, Y., Bolarin, G., SHEHU, M.d.
Jazyk:	angličtina
Rok vydání:	2017
Předmět:	Genetic Algorithms Survival of the fittest Portfolio selection Return Knapsack Problem Engineering Mühendislik
Zdroj:	Volume: 5, Issue: 1 29-32 International Journal of Applied Mathematics Electronics and Computers
ISSN:	2147-8228
Popis:	Portfolio selection is one of the most important and vital decisions that a real or legal person, who invests in stock market should make. The main purpose of this paper is to determine the optimal portfolio with regard to stock returns of companies, which are active in Health Care and Oil and Gas Sector of Nigerian Stock Exchange. For achieving this purpose, annual statistics of companies’ stocks spanning from 2010 – 2014 have been used. For analyzing statistics, information of companies stocks, the Genetic Algorithms and Particle Swarm Optimization (GAPSO) and Knapsack Problem have been used with the aim of increasing the total return, in order to form a financial portfolio.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=tubitakulakb::9b572a6a81d922ef3290de9d309407bc https://dergipark.org.tr/tr/pub/ijamec/issue/38753/450937 Zobrazit plný text záznamu