All ebooks by Antonio Daniel Silva in PDF and EPUB
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All ebooks by Antonio Daniel Silva in PDF and EPUB


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Download this eBook Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
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Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA


Nuno Horta , Rui Ferreira Neves , Antonio Daniel Silva


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...

Publication date: 2016-02-11
Format: PDF, ePub
Publisher: Springer
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