メメティックアルゴリズムを用いた金融ポートフォリオの再構築
2009 年 2009 巻 FIN-002 号 p. 01-
詳細
2009 年 2009 巻 FIN-002 号 p. 01-
We present a system that uses Memetic Algorithms to perform long-term rebalancing of financial portfolios. This allows for a greater resilience to changes in the market. In our experiments, we achieved a number of portfolios which show stable return values even during market crash environments.
