A Comparative Study of Intelligent Techniques for Modern Portfolio Management

Konstantinos Metaxiotis, Konstantinos Liagkouras

2012

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.

Paper Citation

in Harvard Style

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 - Volume 1: ECTA, (IJCCI 2012) ISBN 978-989-8565-33-4, pages 268-272. DOI: 10.5220/0004114102680272

in Bibtex Style

@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 - Volume 1: ECTA, (IJCCI 2012)},
year={2012},
pages={268-272},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004114102680272},
isbn={978-989-8565-33-4},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 4th International Joint Conference on Computational Intelligence - Volume 1: ECTA, (IJCCI 2012)
TI - A Comparative Study of Intelligent Techniques for Modern Portfolio Management
SN - 978-989-8565-33-4
AU - Metaxiotis K.
AU - Liagkouras K.
PY - 2012
SP - 268
EP - 272
DO - 10.5220/0004114102680272