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HEC-Ecole de gestion de l'Université de Liège
HEC-Ecole de gestion de l'Université de Liège
MASTER THESIS
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How to optimize the parameters of the genetic programming in order to improve the return of a portfolio ?

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Mercy, Iwan ULiège
Promotor(s) : Muller, Aline ULiège
Date of defense : 23-Jun-2016/28-Jun-2016 • Permalink : http://hdl.handle.net/2268.2/1218
Details
Title : How to optimize the parameters of the genetic programming in order to improve the return of a portfolio ?
Author : Mercy, Iwan ULiège
Date of defense  : 23-Jun-2016/28-Jun-2016
Advisor(s) : Muller, Aline ULiège
Committee's member(s) : Bazgour, Tarik ULiège
Platania, Federico ULiège
Language : English
Discipline(s) : Business & economic sciences > Finance
Institution(s) : Université de Liège, Liège, Belgique
Degree: Master en sciences de gestion, à finalité spécialisée en Banking and Asset Management
Faculty: Master thesis of the HEC-Ecole de gestion de l'Université de Liège

Abstract

[en] This research thesis is based on the parameters of the genetic programming which is a part of the artificial intelligence. The artificial intelligence is increasingly important in the financial sector. The applications of artificial intelligence in finance have been multiplied. They cover three main areas: forecasting, optimization and classification. We decided to focus of the programming genetic that allows us to solve a problem of optimization. Indeed, we wanted to choose the best parameters in order to optimize the return of a portfolio. We analyze two important parameters in genetic programming: the population size and the number of generation. We decided to apply our genetic programming on the S&P500.


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Author

  • Mercy, Iwan ULiège Université de Liège > Master sc. gest., fin. spéc. banking & asset (ex 2e master)

Promotor(s)

Committee's member(s)

  • Bazgour, Tarik ULiège Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Gestion financière et consolidation
    ORBi View his publications on ORBi
  • Platania, Federico ULiège Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Analyse financière et finance d'entreprise
    ORBi View his publications on ORBi
  • Total number of views 38
  • Total number of downloads 1










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