A Comparative Study of Intelligent Techniques for Modern Portfolio Management

Konstantinos Metaxiotis; Konstantinos Liagkouras

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Paper

A Comparative Study of Intelligent Techniques for Modern Portfolio Management

Topics: Evolutionary Multiobjective Optimization; Genetic Algorithms; Swarm/Collective Intelligence

In Proceedings of the 4th International Joint Conference on Computational Intelligence - Volume 0IJCCI, 268-272, 2012 , Barcelona, Spain

Authors: Konstantinos Metaxiotis and Konstantinos Liagkouras

Affiliation: University of Piraeus, Greece

Keyword(s): Portfolio Selection, Optimization Techniques, Evolutionary Algorithms.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Computational Intelligence ; Evolutionary Computing ; Evolutionary Multiobjective Optimization ; Genetic Algorithms ; Informatics in Control, Automation and Robotics ; Intelligent Control Systems and Optimization ; Soft Computing ; Swarm/Collective Intelligence

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.

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Paper citation in several formats:

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 (IJCCI 2012) - ECTA; ISBN 978-989-8565-33-4; ISSN 2184-3236, SciTePress, pages 268-272. DOI: 10.5220/0004114102680272

@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 (IJCCI 2012) - ECTA},
year={2012},
pages={268-272},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004114102680272},
isbn={978-989-8565-33-4},
issn={2184-3236},
}

TY - CONF

JO - Proceedings of the 4th International Joint Conference on Computational Intelligence (IJCCI 2012) - ECTA
TI - A Comparative Study of Intelligent Techniques for Modern Portfolio Management
SN - 978-989-8565-33-4
IS - 2184-3236
AU - Metaxiotis, K.
AU - Liagkouras, K.
PY - 2012
SP - 268
EP - 272
DO - 10.5220/0004114102680272
PB - SciTePress