Title :
Optimizing portfolio construction using artificial intelligence
Author :
Han, Eric Seah Seah Hock ; Seah, E.
Author_Institution :
Fac. of Manage., Multimedia Univ., Cyberjaya, Malaysia
fDate :
Nov. 30 2010-Dec. 2 2010
Abstract :
The aim of this research is to enhance the practicability of Artificial Intelligence using Neural Network (NN) in the actual market. This paper generalized the standard Markowitz Theory´s Efficient Frontier to mimic and optimise the portfolio construction and develop a neural network heuristic to better understand the chemistry of how Artificial Intelligence can construct optimal portfolio ability and provide advantages to all levels of investors.
Keywords :
artificial intelligence; investment; neural nets; Markowitz theory efficient frontier; artificial intelligence; neural network; portfolio construction optimization; Artificial intelligence; Artificial neural networks; Benchmark testing; Companies; Covariance matrix; Humans; Portfolios; ANN; Finance; Portfolio;
Conference_Titel :
Computer Sciences and Convergence Information Technology (ICCIT), 2010 5th International Conference on
Conference_Location :
Seoul
Print_ISBN :
978-1-4244-8567-3
Electronic_ISBN :
978-89-88678-30-5
DOI :
10.1109/ICCIT.2010.5711081
