DocumentCode
2914542
Title
The performance of an adaptive portfolio management system
Author
Ghandar, Adam ; Michalewicz, Zbigniew ; Tö, Thuy-Duong ; Zurbruegg, Ralf
Author_Institution
Sch. of Comput. Sci., Univ. of Adelaide, Adelaide, SA
fYear
2008
fDate
1-6 June 2008
Firstpage
2208
Lastpage
2216
Abstract
This paper describes the operation and performance of a computational intelligence rule-base system that manages a portfolio of stocks according to investment objectives. We present an overview of several improvements to the system presented in previous papers and provide detailed results from applying the system in representative scenarios toward determining the robustness of the approach.
Keywords
investment; knowledge based systems; adaptive portfolio management system; computational intelligence rule-base system; investment objectives; system robustness; Adaptive systems; Computational intelligence; Data models; Decoding; Fuzzy systems; Investments; Performance analysis; Portfolios; Predictive models; Robustness;
fLanguage
English
Publisher
ieee
Conference_Titel
Evolutionary Computation, 2008. CEC 2008. (IEEE World Congress on Computational Intelligence). IEEE Congress on
Conference_Location
Hong Kong
Print_ISBN
978-1-4244-1822-0
Electronic_ISBN
978-1-4244-1823-7
Type
conf
DOI
10.1109/CEC.2008.4631092
Filename
4631092
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