Selection of Appropriate Portfolio Optimization Strategy
Akashdeep Das,
Tinni Chaudhuri,
Surupa Sinha Roy
et al.
Abstract:Portfolio optimization is a critical task in financial management, aiming to maximize expected returns while minimizing risk. This study compares the performance of Particle Swarm Optimization (PSO), Genetic Algorithm (GA), Dynamic Programming (DP), and Differential Evolutionary Algorithm (DEA) in optimizing portfolios in the NIFTY 50 market. Using daily stock data from March 2023 to May 2023, we evaluate the algorithms based on performance metrics including the Sharpe ratio, expected return, volatility and So… Show more
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