Artificial intelligence in portfolio management

Man Chung Chan, Chi Cheong Wong, W. F. Tse, Bernard K.S. Cheung, Gordon Y N TANG

Research output: Chapter in book/report/conference proceedingConference contributionpeer-review

6 Citations (Scopus)

Abstract

Artificial intelligence supports decision by analyzing enormous information. This paper introduces an intelligent portfolio management system (IPMS) that applies artificial intelligence to assist investors in planning their investments. A prototype is developed based on the portfolio management process, involving stock selection and asset allocation optimization. A genetically optimised fuzzy rule-base is developed for stock selection. Genetic algorithm is used to optimize asset allocation according to investor’s risk aversion.

Original languageEnglish
Title of host publicationIntelligent Data Engineering and Automated Learning - IDEAL 2002 - 3rd International Conference, Proceedings
EditorsHujun Yin, Nigel Allinson, Richard Freeman, John Keane, Simon Hubbard
PublisherSpringer Verlag
Pages403-409
Number of pages7
ISBN (Print)9783540440253
DOIs
Publication statusPublished - 2002
Event3rd International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2002 - Manchester, United Kingdom
Duration: 12 Aug 200214 Aug 2002

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume2412
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference3rd International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2002
Country/TerritoryUnited Kingdom
CityManchester
Period12/08/0214/08/02

Scopus Subject Areas

  • Theoretical Computer Science
  • Computer Science(all)

Fingerprint

Dive into the research topics of 'Artificial intelligence in portfolio management'. Together they form a unique fingerprint.

Cite this