Stock Portfolio Selection using Data Mining Approach
نویسندگان
چکیده
منابع مشابه
Stock Portfolio Selection using Data Mining Approach
Once it is decided that investment is to be made in the stock, the obvious question which arises is: which all stocks should be purchased? Past performance will not guarantee the future, but it is still worthwhile to evaluate the investments based on their ability to deliver consistent returns with minimal risk. Therefore, the ability to generate most profitable return from short term stock tra...
متن کاملStock Portfolio Selection Using Chemical Reaction Optimization
Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution’s or an individual’s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portf...
متن کاملPortfolio Selection using Data Envelopment Analysis with common weights
The stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. This paper presents a methodology based on Data Envelopment Analysis for portfolio selection, decision making units which can be stocks or other financial assets. First, DMUs efficiencies are computed based on input/output com...
متن کاملStock Portfolio Optimization Using Water Cycle Algorithm (Comparative Approach)
Portfolio selection process is a subject focused by many researchers. Various criteria involved in this process have undergone alterations over time, necessitating the use of appropriate investment decision support tools. An optimization approach used in different sciences is using meta-heuristic algorithms. In the present study, using Water Cycle Algorithm (WCA), a model was introduced for sel...
متن کاملForecasting Of Tehran Stock Exchange Index by Using Data Mining Approach Based on Artificial Intelligence Algorithms
Uncertainty in the capital market means the difference between the expected values and the amounts that actually occur. Designing different analytical and forecasting methods in the capital market is also less likely due to the high amount of this and the need to know future prices with greater certainty or uncertainty. In order to capitalize on the capital market, investors have always sough...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IOSR Journal of Engineering
سال: 2013
ISSN: 2278-8719,2250-3021
DOI: 10.9790/3021-031114248