الفهرس | Only 14 pages are availabe for public view |
Abstract We have 4 stocks in our portfolio. One decision we have to make is how we should allocate our budget to each of stock in our portfolio. If our total budget is 1. We want to get best portfolio with the highest return and the lowest risk. Financial portfolio optimization is a difficult problem as it deals with many variables. Modern Portfolio Theory (MPT) is used for minimizing risk for a specific expected return. Many approaches are proposed to optimize portfolios. This thesis proposes financial portfolio optimization using Monte Carlo Simulation and Operations Research. Results show an effective financial portfolio optimization. The thesis also applied heuristics such as Particle Swarm Optimization (PSO), Differential Evolution Optimization (DEO), and Non-dominated Sorting Genetic Algorithm (NSGA-II). Artificial intelligence is the simulation of human intelligence processes by machines, especially computer systems. Specific applications of AI include expert systems, natural language processing, and speech recognition and machine vision. The rest of this thesis is decomposed as follows. Introduction is given in chapter 1 and chapter 2 is Methodology. |