Exploiting stock data: a survey of state of the art computational techniques aimed at producing beliefs regarding investment portfolios

Mario Linares Vásquez, Diego Fernando Hernández Losada, Fabio González Osorio
2008 Ingeniería e Investigación  
Selecting an investment portfolio has inspired several models aimed at optimising the set of securities which an in-vesttor may select according to a number of specific decision criteria such as risk, expected return and planning hori-zon. The classical approach has been developed for supporting the two stages of portfolio selection and is supported by disciplines such as econometrics, technical analysis and corporative finance. However, with the emerging field of computational finance, new and
more » ... al finance, new and interesting techniques have arisen in line with the need for the automatic processing of vast volumes of information. This paper surveys such new techniques which belong to the body of knowledge con-cerning computing and systems engineering, focusing on techniques particularly aimed at producing beliefs regar-ding investment portfolios.
doaj:499aeb9a406944d18f42875c1c83d0ae fatcat:p4asykeesfhpdleqp6ao7m7rze