Metaheuristic algorithms helping to take decisions in investment portfolios

Abstract:

Actually, Managers who take decisions need to have a system that provides them information for decision-making in a record time and in the more reliable manner, especially if they have to invest the money of their investors, determining the best investment portfolio with a minimal risk and high return, it consists in actives whose rate is variable at the market, thats way we have performed an approach to comparing two metaheuristics algorithms, the first using the mean-variance technique directly and the second with a genetic algorithm, both powered by a discrimination algorithm assets less than zero risk and high profitability. Evaluations Techniques of every investment portfolio is presented as an aversion risk.

Año de publicación:

2016

Keywords:

Fuente:

google