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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| Language: | en |
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University of Bradford
2014
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| Online Access: | http://hdl.handle.net/10454/6306 |