I'm currently doing my portfolio analysis with 30 stocks. I use FCM to cluster my data and use GA as my portfolio optimizer. I have 3 clusters. Every time I run my code in GA, my plot looks like the file attached below. It's ok to have an efficient frontier like that?
If you want to you can take alook at my joint published paper on the Banking Sector Asset Management on my RG page, it shows how you can model and compute the results using fractal geometry for factorisation in four dimensions - 3 plotted, 1 visual which is relativistic and follows the sytem cybernetic resolution presrving the "Arrow of Time" postulate.
Earl Prof. Dr. SKM QC EPS Fellow (Indirect) MES MRES MAICTE
Hi, Could you attach your plot with other extension (e.g. jpg). I can't open it. I don't have Matlab.
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