Charlene Mae De vera Galang

3 Questions 3 Answers 0 Followers

Questions related from Charlene Mae De vera Galang

How does effiecient frontier look like in 3D?

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...

26 February 2016 2,023 2 View

What are the appropriate validity indexes in clustering for FCM?

Dear researchers, I'm working for my thesis about portfolio. I decided to use FCM as a clustering technique to group the stock data in few clusters then use Genetic Algorithm to optimize it. I'm...

10 February 2016 5,897 4 View

In Genetic Algorithm, Is it ok to use real numbers instead of binary numbers?

I'm currently working on PORTFOLIO Optimization for my research paper. I used GA to solve a multi-objective problem but instead of using binary number as a gene indicator/ chromosome I used real...

10 February 2016 8,929 5 View