Intelligent system for portfolio selection

Silva, André Hermenegildo Costa; Lacerda, Wilian Soares

Please use this identifier to cite or link to this item: http://repositorio.ufla.br/jspui/handle/1/43077

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DC Field	Value	Language
dc.creator	Silva, André Hermenegildo Costa	-
dc.creator	Lacerda, Wilian Soares	-
dc.date.accessioned	2020-09-15T04:47:10Z	-
dc.date.available	2020-09-15T04:47:10Z	-
dc.date.issued	2014-12	-
dc.identifier.citation	SILVA, A. H. C.; LACERDA, W. S. Intelligent system for portfolio selection. IEEE Latin America Transactions, [S.l.], v. 12, n. 8, p. 1545-1552, Dec. 2014. DOI: 10.1109/TLA.2014.7014526.	pt_BR
dc.identifier.uri	https://ieeexplore.ieee.org/document/7014526	pt_BR
dc.identifier.uri	http://repositorio.ufla.br/jspui/handle/1/43077	-
dc.description.abstract	The aim of this paper was to develop an intelligent system for portfolio selection that assists the investor in selecting assets for the composition of an optimal portfolio of investments. It was built a variation of the Markowitz Model, where the forecast price is reported by a predictor, using the Support Vector Machines (SVM) technique. The SVMs obtained an average prediction error of 7.13% and a standard deviation of 2.88%, which shows that most of SVMs performed good predictions about the data set.	pt_BR
dc.language	en_US	pt_BR
dc.publisher	Institute of Electrictal and Electronics Engineers (IEEE)	pt_BR
dc.rights	restrictAccess	pt_BR
dc.source	IEEE Latin America Transactions	pt_BR
dc.subject	Forecasting financial series	pt_BR
dc.subject	Markowitz model	pt_BR
dc.subject	Portfolio selection	pt_BR
dc.subject	Support vector machines	pt_BR
dc.title	Intelligent system for portfolio selection	pt_BR
dc.type	Artigo	pt_BR
Appears in Collections:	DCC - Artigos publicados em periódicos

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