Exploiting stock data: a survey of state of the art computational techniques aimed at producing beliefs regarding investment portfolios
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| Format: | Artículo científico |
| Sprache: | en |
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Universidad Nacional de Colombia
2008
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| _version_ | 1876433959807614976 |
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| author | Mario Linares Vásquez |
| author_facet | Mario Linares Vásquez |
| contents | Exploiting stock data: a survey of state of the art computational techniques aimed at producing beliefs regarding investment portfolios Mario Linares Vásquez Diego Fernando Hernández Losada Fabio González Osorio Ingeniería risk stock return belief profile Selecting an investment portfolio has inspired several models aimed at optimising the set of securities which an investtor may select according to a number of specific decision criteria such as risk, expected return and planning horizon. The classical approach has been developed for supporting the two stages of portfolio selection and is supported by disciplines such as econometrics, technical analysis and corporative finance. However, with the emerging field of computational finance, new and interesting techniques have arisen in line with the need for the automatic processing of vast volumes of information. This paper surveys such new techniques which belong to the body of knowledge concerning computing and systems engineering, focusing on techniques particularly aimed at producing beliefs regarding investment portfolios. 2008 artículo científico 0120-5609 https://www.redalyc.org/articulo.oa?id=64328112 en http://www.redalyc.org/revista.oa?id=643 Ingeniería e Investigación application/pdf Universidad Nacional de Colombia Ingeniería e Investigación (Colombia) Num.1 Vol.28 |
| format | Artículo científico |
| id | redalyc_64328112 |
| institution | Redalyc |
| language | en |
| publishDate | 2008 |
| publisher | Universidad Nacional de Colombia |
| spellingShingle | Exploiting stock data: a survey of state of the art computational techniques aimed at producing beliefs regarding investment portfolios Mario Linares Vásquez Ingeniería risk stock return belief profile Exploiting stock data: a survey of state of the art computational techniques aimed at producing beliefs regarding investment portfolios Mario Linares Vásquez Diego Fernando Hernández Losada Fabio González Osorio Ingeniería risk stock return belief profile Selecting an investment portfolio has inspired several models aimed at optimising the set of securities which an investtor may select according to a number of specific decision criteria such as risk, expected return and planning horizon. The classical approach has been developed for supporting the two stages of portfolio selection and is supported by disciplines such as econometrics, technical analysis and corporative finance. However, with the emerging field of computational finance, new and interesting techniques have arisen in line with the need for the automatic processing of vast volumes of information. This paper surveys such new techniques which belong to the body of knowledge concerning computing and systems engineering, focusing on techniques particularly aimed at producing beliefs regarding investment portfolios. 2008 artículo científico 0120-5609 https://www.redalyc.org/articulo.oa?id=64328112 en http://www.redalyc.org/revista.oa?id=643 Ingeniería e Investigación application/pdf Universidad Nacional de Colombia Ingeniería e Investigación (Colombia) Num.1 Vol.28 |
| title | Exploiting stock data: a survey of state of the art computational techniques aimed at producing beliefs regarding investment portfolios |
| topic | Ingeniería risk stock return belief profile |
| url | https://www.redalyc.org/articulo.oa?id=64328112 |