Multiple Objective optimization of Stock Portfolio Using Evolutionary Computation under COVID-19

Abstract

Japanese people are facing the problem of saving for old age, and the government recommends asset formation through investment from a young age. However, this approach has not become popular. Therefore, the purpose of this study is to build a system that can find a combination that can obtain income gain with reduced risk from long-term stock holdings. We used the vector-evaluated-genetic-algorithm to find the Pareto optimal solutions from time-series data of stock prices and attempted to verify the effectiveness of this method.