Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA

• Κύριοι συγγραφείς: Silva, Antonio Daniel (Συγγραφέας), Neves, Rui Ferreira (Συγγραφέας), Horta, Nuno (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Έκδοση: 1st ed. 2016.
• Σειρά: SpringerBriefs in Applied Sciences and Technology,
• Θέματα: Engineering.; Finance.; Algorithms.; Economics, Mathematical.; Computational intelligence.; Computational Intelligence.; Algorithm Analysis and Problem Complexity.; Quantitative Finance.; Finance, general.

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...

Πίνακας περιεχομένων:

• Introduction
• Literature Review
• System Architecture
• Multi-Objective optimization
• Simulations in single and multi-objective optimization
• Outlook.