Portfolio optimization using fundamental indicators based on multi-objective EA / António Daniel Silva, Rui Ferreira Neves, Nuno Horta.
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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| Online Access: |
Full Text (via Springer) |
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| Main Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
[Switzerland] :
Springer,
[2016]
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| Series: | SpringerBriefs in applied sciences and technology. Computational intelligence.
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
HG4529.5
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| HG4529.5 | Available |