Intelligent system for portfolio selection

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MetadadosDescriçãoIdioma
Autor(es): dc.creatorSilva, André Hermenegildo Costa-
Autor(es): dc.creatorLacerda, Wilian Soares-
Data de aceite: dc.date.accessioned2026-02-09T11:44:53Z-
Data de disponibilização: dc.date.available2026-02-09T11:44:53Z-
Data de envio: dc.date.issued2020-09-15-
Data de envio: dc.date.issued2020-09-15-
Data de envio: dc.date.issued2014-12-
Fonte completa do material: dc.identifierhttps://repositorio.ufla.br/handle/1/43077-
Fonte completa do material: dc.identifierhttps://ieeexplore.ieee.org/document/7014526-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1146578-
Descrição: dc.descriptionThe 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.-
Idioma: dc.languageen-
Publicador: dc.publisherInstitute of Electrictal and Electronics Engineers (IEEE)-
Direitos: dc.rightsrestrictAccess-
???dc.source???: dc.sourceIEEE Latin America Transactions-
Palavras-chave: dc.subjectForecasting financial series-
Palavras-chave: dc.subjectMarkowitz model-
Palavras-chave: dc.subjectPortfolio selection-
Palavras-chave: dc.subjectSupport vector machines-
Título: dc.titleIntelligent system for portfolio selection-
Tipo de arquivo: dc.typeArtigo-
Aparece nas coleções:Repositório Institucional da Universidade Federal de Lavras (RIUFLA)

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