A Decision Support System for Portfolio Optimization in the Mexican Market.
Maria A. OsorioAna BallinasErika JiminezAbraham Sánchez LópezPublished in: ENC (2008)
Keyphrases
- decision support system
- portfolio optimization
- risk management
- portfolio management
- stock price
- stock market
- stock exchange
- financial markets
- investment decisions
- decision support
- decision making
- portfolio selection
- decision makers
- management system
- robust optimization
- financial data
- case based reasoning
- problems involving
- data warehouse
- non stationary
- historical data
- factor analysis
- bi objective
- optimization methods
- expert systems
- exchange rate
- short term
- optimization algorithm
- genetic algorithm
- medical decision support systems
- software engineering
- trading systems
- data analysis