Portfolio management using computational intelligence approaches. Forecasting and Optimising the Stock Returns and Stock Volatilities with Fuzzy Logic, Neural Network and Evolutionary Algorithms.

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Publication date
2014-05-02Author
Skolpadungket, PrisadarngSupervisor
Dahal, Keshav P.Harnpornchai, Napat
Keyword
Portfolio optimisationRealistic constraints
Multi-objective genetic algorithm
Estimation error
Model risk
Fuzzy model selection
Strength Pareto Evolutionary Algorithm 2
Stock return forecasts
Forecasting models
Rights

The University of Bradford theses are licenced under a Creative Commons Licence.
Institution
University of BradfordDepartment
Department of ComputingAwarded
2013