Title :
Multi-stage selection procedure for investment portfolio management
Author :
Marchev, A. ; Marchev, A.
Abstract :
The portfolio investment process could be analyzed in the terms of a cybernetic system where the portfolio is the controlled system and the investor is the controlling system. While this paper continues previous work in the field, it proposes a new approach for generating possible solutions to the investment portfolio problem using multi-stage selection.
Keywords :
cybernetics; investment; controlled system; controlling system; cybernetic system; investment portfolio management; multistage selection procedure; Automation; Control systems; Cybernetics; Investments; Portfolios; Process control; Security;
Conference_Titel :
Control Applications (CCA), 2012 IEEE International Conference on
Conference_Location :
Dubrovnik
Print_ISBN :
978-1-4673-4503-3
Electronic_ISBN :
1085-1992
DOI :
10.1109/CCA.2012.6402732
