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Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies

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Abstract

In this chapter some of the fundamental concepts necessary to understand the developed work are addressed, particularly the domain relative to financial markets. Further, a substantial part of the several methodologies applied to the portfolio problematic are analyzed; throughout the first two sections, the problem related with portfolio theory and investment’s analysis is presented. Subsequently, the evolutionary techniques which can be used to solve this problem are focused. Finally, Sect. 2.4 presents the connection between the presented financial domain and the evolutionary techniques, through an extended analysis on the existing solutions.

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Authors and Affiliations

  1. Instituto de Telecomunicações/Instituto Superior Técnico, Av. Rovisco Pais 1, 1049-001, Lisbon, Portugal

    António M. S. B. S. Gorgulho, Rui F. M. F. Neves & Nuno C. G. Horta

Authors
  1. António M. S. B. S. Gorgulho
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  2. Rui F. M. F. Neves
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  3. Nuno C. G. Horta
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Correspondence to António M. S. B. S. Gorgulho .

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Gorgulho, A.M.S.B.S., Neves, R.F.M.F., Horta, N.C.G. (2013). Related Work. In: Intelligent Financial Portfolio Composition based on Evolutionary Computation Strategies. SpringerBriefs in Applied Sciences and Technology(). Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-32989-0_2

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  • DOI: https://doi.org/10.1007/978-3-642-32989-0_2

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-32988-3

  • Online ISBN: 978-3-642-32989-0

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