How to optimize the parameters of the genetic programming in order to improve the return of a portfolio ?
Mercy, Iwan
Promotor(s) : Muller, Aline
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 |
Date of defense : | 23-Jun-2016/28-Jun-2016 |
Advisor(s) : | Muller, Aline |
Committee's member(s) : | Bazgour, Tarik
Platania, Federico |
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.
File(s)
Document(s)
Iwan MERCY Thesis 1.pdf
Description:
Size: 1.67 MB
Format: Adobe PDF
Description:
Size: 1.67 MB
Format: Adobe PDF
Cite this master thesis
All documents available on MatheO are protected by copyright and subject to the usual rules for fair use.
The University of Liège does not guarantee the scientific quality of these students' works or the accuracy of all the information they contain.
The University of Liège does not guarantee the scientific quality of these students' works or the accuracy of all the information they contain.