@inproceedings{c4032440272548cbab035d020cc55c29,
title = "Artificial intelligence in portfolio management",
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{\textquoteright}s risk aversion.",
author = "Chan, {Man Chung} and Wong, {Chi Cheong} and Tse, {W. F.} and Cheung, {Bernard K.S.} and TANG, {Gordon Y N}",
note = "Publisher Copyright: {\textcopyright} Springer-Verlag Berlin Heidelberg 2002. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.; 3rd International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2002 ; Conference date: 12-08-2002 Through 14-08-2002",
year = "2002",
doi = "10.1007/3-540-45675-9_60",
language = "English",
isbn = "9783540440253",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Verlag",
pages = "403--409",
editor = "Hujun Yin and Nigel Allinson and Richard Freeman and John Keane and Simon Hubbard",
booktitle = "Intelligent Data Engineering and Automated Learning - IDEAL 2002 - 3rd International Conference, Proceedings",
address = "Germany",
}