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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...
| Cote: | Libro Electrónico |
|---|---|
| Auteurs principaux: | , , |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Édition: | 1st ed. 2016. |
| Collection: | SpringerBriefs in Computational Intelligence,
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| Sujets: | |
| Accès en ligne: | Texto Completo |
Table des matières:
- Introduction
- Literature Review
- System Architecture
- Multi-Objective optimization
- Simulations in single and multi-objective optimization
- Outlook.