Study applies genetic algorithms to the intersection of finance and computational science
The journal Humanities and Social Sciences Communications has published the article “Utilizing the Real Estate Investment Trusts for Portfolio Optimisation by Application of Genetic Algorithm”, authored by Professor Rui Dias, lecturer and researcher at the Polytechnic Institute of Lusophony (IPLUSO).
The study analyses 456 distinct investment portfolio configurations with REITs (Real Estate Investment Trusts), assessing the impact of applying genetic algorithms on maximising the Sharpe ratio and average returns, as well as minimising volatility. The results demonstrate that the use of these computational methods can outperform globally diversified portfolios across several critical financial indicators.
This work reinforces the relevance of IPLUSO’s research at the intersection of finance, computational science and applied innovation, highlighting the contribution of its lecturers to solutions with both economic and methodological impact.
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