000753827 000__ 03489cam\a2200493Ii\4500
000753827 001__ 753827
000753827 005__ 20230306141522.0
000753827 006__ m\\\\\o\\d\\\\\\\\
000753827 007__ cr\cn\nnnunnun
000753827 008__ 160215t20162016sz\a\\\\ob\\\\000\0\eng\d
000753827 019__ $$a940438497
000753827 020__ $$a9783319293929$$q(electronic book)
000753827 020__ $$a3319293923$$q(electronic book)
000753827 020__ $$z9783319293905
000753827 0247_ $$a10.1007/978-3-319-29392-9$$2doi
000753827 035__ $$aSP(OCoLC)ocn939404914
000753827 035__ $$aSP(OCoLC)939404914$$z(OCoLC)940438497
000753827 040__ $$aN$T$$beng$$erda$$epn$$cN$T$$dN$T$$dGW5XE$$dYDXCP$$dIDEBK$$dOCLCO$$dAZU$$dOCLCF$$dOCLCO$$dCDX$$dEBLCP$$dDEBSZ$$dOCLCO$$dCOO
000753827 049__ $$aISEA
000753827 050_4 $$aHG4529.5
000753827 08204 $$a332.6$$223
000753827 1001_ $$aSilva, António Daniel,$$eauthor.
000753827 24510 $$aPortfolio optimization using fundamental indicators based on multi-objective EA$$h[electronic resource] /$$cAntónio Daniel Silva, Rui Ferreira Neves, Nuno Horta.
000753827 264_1 $$a[Switzerland] :$$bSpringer,$$c[2016]
000753827 264_4 $$c©2016
000753827 300__ $$a1 online resource :$$bcolor illustrations.
000753827 336__ $$atext$$btxt$$2rdacontent
000753827 337__ $$acomputer$$bc$$2rdamedia
000753827 338__ $$aonline resource$$bcr$$2rdacarrier
000753827 4901_ $$aSpringerBriefs in applied sciences and technology. Computational intelligence,$$x2191-530X
000753827 504__ $$aIncludes bibliographical references.
000753827 5050_ $$aIntroduction -- Literature Review -- System Architecture -- Multi-Objective optimization -- Simulations in single and multi-objective optimization -- Outlook.
000753827 506__ $$aAccess limited to authorized users.
000753827 520__ $$aThis work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two different chromosomes are used for representing different investment models with real constraints equivalents to the ones faced by managers of mutual funds, hedge funds, and pension funds. To validate the present solution two case studies are presented for the SP&500 for the period June 2010 until end of 2012. The simulations demonstrates that stock selection based on financial ratios is a combination that can be used to choose the best companies in operational terms, obtaining returns above the market average with low variances in their returns. In this case the optimizer found stocks with high return on investment in a conjunction with high rate of growth of the net income and a high profit margin. To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage.
000753827 588__ $$aOnline resource; title from PDF title page (viewed February 16, 2016).
000753827 650_0 $$aPortfolio management$$xMathematical models.
000753827 7001_ $$aNeves, Rui Ferreira,$$eauthor.
000753827 7001_ $$aHorta, Nuno,$$eauthor.
000753827 77608 $$iPrint version:$$aSilva, António Daniel$$tPortfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA$$dCham : Springer International Publishing,c2016$$z9783319293905
000753827 830_0 $$aSpringerBriefs in applied sciences and technology.$$pComputational intelligence.
000753827 852__ $$bebk
000753827 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-29392-9$$zOnline Access$$91397441.1
000753827 909CO $$ooai:library.usi.edu:753827$$pGLOBAL_SET
000753827 980__ $$aEBOOK
000753827 980__ $$aBIB
000753827 982__ $$aEbook
000753827 983__ $$aOnline
000753827 994__ $$a92$$bISE