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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Silva, Antonio Daniel (Autor), Neves, Rui Ferreira (Autor), Horta, Nuno (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edición:1st ed. 2016.
Colección:SpringerBriefs in Computational Intelligence,
Temas:
Computational intelligence.
Algorithms.
Social sciences-Mathematics.
Finance.
Computational Intelligence.
Mathematics in Business, Economics and Finance.
Financial Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Introduction
  • Literature Review
  • System Architecture
  • Multi-Objective optimization
  • Simulations in single and multi-objective optimization
  • Outlook.

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