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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Detaylı Bibliyografya
Asıl Yazarlar: Silva, Antonio Daniel (Yazar), Neves, Rui Ferreira (Yazar), Horta, Nuno (Yazar)
Müşterek Yazar: SpringerLink (Online service)
Materyal Türü: e-Kitap
Dil:İngilizce
Baskı/Yayın Bilgisi: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edisyon:1st ed. 2016.
Seri Bilgileri:SpringerBriefs in Computational Intelligence,
Konular:
Computational intelligence.
Algorithms.
Social sciences > Mathematics.
Finance.
Computational Intelligence.
Mathematics in Business, Economics and Finance.
Financial Economics.
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