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METHOD AND APPARATUS FOR OPTIMIZATION OF A MULTI-OBJECTIVE FUNCTION OF A PORTFOLIO CONATAINING AT LEAST ONE INVESTMENT
METHOD AND APPARATUS FOR OPTIMIZATION OF A MULTI-OBJECTIVE FUNCTION OF A PORTFOLIO CONATAINING AT LEAST ONE INVESTMENT
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机译:至少一次投资组合的多目标函数优化的方法和装置
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摘要
A method for strategy independent optimization of a multi-objective function of a portfolio containing at least one investment is disclosed. The method involves the use of genetic algorithms to arrive at function optimization. A suite of strategies is provided enabling the user to select a strategy and optimize a function. Real world data is drawn from exchanges and is utilized for replication. The invention also discloses a novel combination of apparatus for carrying out the method of invention, typically, using parallel processing.
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