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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Bibliographic Details
Main Authors: Silva, Antonio Daniel (Author), Neves, Rui Ferreira (Author), Horta, Nuno (Author)
Corporate Author: SpringerLink (Online service)
Format: e-Book
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:SpringerBriefs in Computational Intelligence,
Subjects:
Computational intelligence.
Algorithms.
Social sciences > Mathematics.
Finance.
Computational Intelligence.
Mathematics in Business, Economics and Finance.
Financial Economics.
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