SIG-FIN-002-01

第2回研究会プログラム

メメティックアルゴリズムを用いた金融ポートフォリオの再構築 Aranha Claus，伊庭斉志（東京大学）

We present a system that uses Memetic Algorithms to perform long-term rebalancing of financial portfolios. This allows for a greater resilience to changes in the market. In our experiments, we achieved a number of portfolios which show stable return values even during market crash environments.

SIG-FIN-002-001.pdf