A Comparative Study of Intelligent Techniques for Modern Portfolio Management

Konstantinos Metaxiotis, Konstantinos Liagkouras

Abstract

In this paper we present a wide range of intelligent technologies applied to the solution of the portfolio selection problem. We also provide a classification of the available intelligent technologies, according to the methodological framework followed. Finally, we provide a comparative study of the different intelligent technologies applied for constructing efficient portfolios and we suggest potential paths for future work that lie at the intersection of the presented techniques.

References

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Paper Citation


in Harvard Style

Metaxiotis K. and Liagkouras K. (2012). A Comparative Study of Intelligent Techniques for Modern Portfolio Management . In Proceedings of the 4th International Joint Conference on Computational Intelligence - Volume 1: ECTA, (IJCCI 2012) ISBN 978-989-8565-33-4, pages 268-272. DOI: 10.5220/0004114102680272


in Bibtex Style

@conference{ecta12,
author={Konstantinos Metaxiotis and Konstantinos Liagkouras},
title={A Comparative Study of Intelligent Techniques for Modern Portfolio Management},
booktitle={Proceedings of the 4th International Joint Conference on Computational Intelligence - Volume 1: ECTA, (IJCCI 2012)},
year={2012},
pages={268-272},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004114102680272},
isbn={978-989-8565-33-4},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 4th International Joint Conference on Computational Intelligence - Volume 1: ECTA, (IJCCI 2012)
TI - A Comparative Study of Intelligent Techniques for Modern Portfolio Management
SN - 978-989-8565-33-4
AU - Metaxiotis K.
AU - Liagkouras K.
PY - 2012
SP - 268
EP - 272
DO - 10.5220/0004114102680272