This work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indi
This book constitutes the refereed conference proceedings of the 14th International Conference on Bio-inspired Information and Communications Technologies, held
This monograph presents a comprehensive study of portfolio optimization, an important area of quantitative finance. Considering that the information available i
The primary purpose in this book is to present an integrated and innovative methodological approach for the construction and selection of equity portfolios. The
This thesis is focused on the discovery of efficient asset allocations with the use of evolutionary algorithms. The portfolio optimization problem is a multi-ob