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010   $a3-319-29392-3
024 7 $a10.1007/978-3-319-29392-9
035   $a(CKB)3710000000596641
035   $a(EBL)4405873
035   $a(SSID)ssj0001654137
035   $a(PQKBManifestationID)16433930
035   $a(PQKBTitleCode)TC0001654137
035   $a(PQKBWorkID)14982237
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035   $a(DE-He213)978-3-319-29392-9
035   $a(MiAaPQ)EBC4405873
035   $a(PPN)192219979
035   $a(EXLCZ)993710000000596641
100   $a20160211d2016      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aPortfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA /$fby Antonio Daniel Silva, Rui Ferreira Neves, Nuno Horta
205   $a1st ed. 2016.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016.
215   $a1 online resource (108 p.)
225 1 $aSpringerBriefs in Computational Intelligence,$x2625-3704
300   $aDescription based upon print version of record.
311   $a3-319-29390-7 
320   $aIncludes bibliographical references.
327   $aIntroduction -- Literature Review -- System Architecture -- Multi-Objective optimization -- Simulations in single and multi-objective optimization -- Outlook.
330   $aThis work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two different chromosomes are used for representing different investment models with real constraints equivalents to the ones faced by managers of mutual funds, hedge funds, and pension funds. To validate the present solution two case studies are presented for the SP&500 for the period June 2010 until end of 2012. The simulations demonstrates that stock selection based on financial ratios is a combination that can be used to choose the best companies in operational terms, obtaining returns above the market average with low variances in their returns. In this case the optimizer found stocks with high return on investment in a conjunction with high rate of growth of the net income and a high profit margin. To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage.
410  0$aSpringerBriefs in Computational Intelligence,$x2625-3704
606   $aComputational intelligence
606   $aAlgorithms
606   $aEconomics, Mathematical 
606   $aFinance
606   $aComputational Intelligence$3https://scigraph.springernature.com/ontologies/product-market-codes/T11014
606   $aAlgorithm Analysis and Problem Complexity$3https://scigraph.springernature.com/ontologies/product-market-codes/I16021
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aFinance, general$3https://scigraph.springernature.com/ontologies/product-market-codes/600000
615  0$aComputational intelligence.
615  0$aAlgorithms.
615  0$aEconomics, Mathematical .
615  0$aFinance.
615 14$aComputational Intelligence.
615 24$aAlgorithm Analysis and Problem Complexity.
615 24$aQuantitative Finance.
615 24$aFinance, general.
676   $a620
700   $aSilva$b Antonio Daniel$4aut$4http://id.loc.gov/vocabulary/relators/aut$0762992
702   $aNeves$b Rui Ferreira$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aHorta$b Nuno$4aut$4http://id.loc.gov/vocabulary/relators/aut
906   $aBOOK
912   $a9910254253103321
996   $aPortfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA$92509912
997   $aUNINA