Abstract
This C++ code implements the genetic algorithm method applied to a problem chosen from the master's field (MMMEF or IRFA).
Contents
- Structure to represent an asset with its return and volatility
- Portfolio structure
- Objective function to maximize the return/volatility ratio
- Crossover operator
- Mutation function
- Selection of the best portfolios
- Structure to represent an asset with its return and volatility
- Portfolio structure
- Objective function to maximize the return/volatility ratio
- Crossover operator
- Mutation function
- Selection of the best portfolios
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