Portfolio Optimization Using Fundamental Indicators Based On Multi-objective Ea - Antonio Daniel Silva - Paperback - en Book

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Portfolio Optimization Using Fundamental Indicators Based On Multi-objective Ea - Antonio Daniel Silva - Paperback - en Book

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Portfolio Optimization Using Fundamental Indicators Based On Multi-objective Ea - Antonio Daniel Silva - Paperback - en Book

  • 品牌: Unbranded

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Portfolio Optimization Using Fundamental Indicators Based On Multi-objective Ea - Antonio Daniel Silva - Paperback - en Book

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 Different Chromosomes Are Used For Representing Different Investment Models With Real Constraints Equivalents To The Ones Faced By Managers Of Mutual Funds, Hedge Funds, And Pension Funds.
  • 品牌: Unbranded
  • 类别: 计算机与互联网
  • 语言: en
  • 作者: Antonio Daniel Silva
  • 长度: 116
  • 出版社/标签: Springer Nature B.V
  • 格式: Paperback
  • Fruugo ID: 492025226-1015653134
  • ISBN: 9783319293905

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