Algorithm of construction of optimum portfolio of stocks using genetic algorithm

@article{Sinha2015AlgorithmOC,
  title={Algorithm of construction of optimum portfolio of stocks using genetic algorithm},
  author={Pankaj Sinha and Abhishek Chandwani and Tanmay Sinha},
  journal={Int. J. Systems Assurance Engineering and Management},
  year={2015},
  volume={6},
  pages={447-465}
}
The objective of this paper is to develop an algorithm to create an Optimum Portfolio from a large pool of stocks listed in a single market index SPX 500 Index: USA (for example) using Genetic Algorithm. The algorithm selects stocks on the basis of a priority index function designed on company fundamentals, and then genetically assigns optimum weights to the selected stocks by finding a genetically suitable combination of return and risk on the basis of historical data. The effect of genetic… CONTINUE READING

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