Portfolio management using computational intelligence approaches. Forecasting and Optimising the Stock Returns and Stock Volatilities with Fuzzy Logic, Neural Network and Evolutionary Algorithms.

Portfolio management using computational intelligence approaches. Forecasting and Optimising the Stock Returns and Stock Volatilities with Fuzzy Logic, Neural Network and Evolutionary Algorithms.

Portfolio optimisation has a number of constraints resulting from some practical matters and regulations. The closed-form mathematical solution of portfolio optimisation problems usually cannot include these constraints. Exhaustive search to reach the exact solution can take prohibitive amount of co...

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Bibliographic Details
Main Author: Skolpadungket, Prisadarng
Other Authors: Dahal, Keshav P.
Language:en
Published: University of Bradford 2014
Subjects:
Portfolio optimisation
Realistic constraints
Multi-objective genetic algorithm
Estimation error
Model risk
Fuzzy model selection
Strength Pareto Evolutionary Algorithm 2
Stock return forecasts
Forecasting models
Online Access:http://hdl.handle.net/10454/6306

Internet

http://hdl.handle.net/10454/6306

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