Select and predict the optimal portfolio based on NGSA-II genetic algorithm, Monte Carlo, and MCMC simulations
In this article, The Non-Dominated Sorting Genetic Algorithm (NSGA-Ⅱ) is used to select the optimal portfolio, and then Monte Carlo simulation and MCMC are used to predict the future return distribution of the optimal portfolio. By analyzing the past and present stocks and the trend of the S&P 500, we can then select the portfolio with the best future development and the most return.
Authors
- Haoran Wu
- Shuqi Chen (ORCID: https://orcid.org/0000-0001-9212-1106)
- Yinuo Wang (ORCID: https://orcid.org/0009-0002-5952-1831)
Institutions
- Wenzhou-Kean University (CN)
- Kean University (US)
Publication Details
- Published
- 2025-08-28
- DOI
- https://doi.org/10.1117/12.3082502
- Primary Topic
- Inertial Sensor and Navigation
- Type
- article
- Field-Weighted Citation Impact
- 0.00