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Portfolio optimization using fundamental indicators based on multi-objective EA
This work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two d...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2016
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-29392-9 http://cds.cern.ch/record/2137862 |