Title :
The performance of an adaptive portfolio management system
Author :
Ghandar, Adam ; Michalewicz, Zbigniew ; Tö, Thuy-Duong ; Zurbruegg, Ralf
Author_Institution :
Sch. of Comput. Sci., Univ. of Adelaide, Adelaide, SA
Abstract :
This paper describes the operation and performance of a computational intelligence rule-base system that manages a portfolio of stocks according to investment objectives. We present an overview of several improvements to the system presented in previous papers and provide detailed results from applying the system in representative scenarios toward determining the robustness of the approach.
Keywords :
investment; knowledge based systems; adaptive portfolio management system; computational intelligence rule-base system; investment objectives; system robustness; Adaptive systems; Computational intelligence; Data models; Decoding; Fuzzy systems; Investments; Performance analysis; Portfolios; Predictive models; Robustness;
Conference_Titel :
Evolutionary Computation, 2008. CEC 2008. (IEEE World Congress on Computational Intelligence). IEEE Congress on
Conference_Location :
Hong Kong
Print_ISBN :
978-1-4244-1822-0
Electronic_ISBN :
978-1-4244-1823-7
DOI :
10.1109/CEC.2008.4631092
