Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
This work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two d...
Κύριοι συγγραφείς: | Silva, Antonio Daniel (Συγγραφέας), Neves, Rui Ferreira (Συγγραφέας), Horta, Nuno (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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Έκδοση: | 1st ed. 2016. |
Σειρά: | SpringerBriefs in Applied Sciences and Technology,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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