Financial Portfolio Optimization: Computationally guided agents to investigate, analyse and invest!?
Ankit DangiPublished in: CoRR (2013)
Keyphrases
- portfolio optimization
- stock market
- portfolio selection
- multi agent systems
- portfolio management
- multi agent
- risk management
- optimization methods
- factor analysis
- problems involving
- stock price
- robust optimization
- bi objective
- stock exchange
- investment decisions
- decision makers
- decision making
- sharpe ratio
- multi objective
- search space
- expert systems
- solution quality
- collaborative filtering
- financial data