PORTFOLIO SELECTION AND MANAGEMENT USING A HYBRID INTELLIGENT AND STATISTICAL SYSTEM
This paper presents the development of a hybrid system based on Genetic Algorithms, Neural Networks and the GARCH model for the selection of stocks and the management of investment portfolios. The hybrid system comprises four modules: a genetic algorithm for selecting the assets that will form the i...
ver descrição completa
Detalhes bibliográficos
| Autor: |
Lazo Lazo y Cols., Juan G. |
|---|
| Tipo de documento: | artigo
|
|---|
| Estado: | Versão publicada |
|---|
| Data de publicação: | 2019 |
|---|
| País: | Perú |
|---|
| Recursos: | Centro de Preparación para la Ciencia y Tecnología |
|---|
| Repositório: | ECIPERÚ |
|---|
| Idioma: | espanhol |
|---|
| OAI Identifier: | oai:revistas.eciperu.net:article/141 |
|---|
| Acesso em linha: | https://revistas.eciperu.net/index.php/ECIPERU/article/view/141
|
|---|
| Access Level: | Acceso aberto |
|---|
| Palavra-chave: | Genetic Algorithms, Neural Networks, GARCH, VaR, Volatility. |
|---|
