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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 anddoaj:499aeb9a406944d18f42875c1c83d0ae fatcat:p4asykeesfhpdleqp6ao7m7rze