SINVLIO: Using semantics and fuzzy logic to provide individual investment portfolio recommendations

Authors:
Ángel García-Crespo;José Luis López-Cuadrado;Israel González-Carrasco;Ricardo Colomo-Palacios;Belén Ruiz-Mezcua
Affiliations:
Computer Science Department, Universidad Carlos III de Madrid, Av. Universidad 30, Leganés 28911, Madrid, Spain;Computer Science Department, Universidad Carlos III de Madrid, Av. Universidad 30, Leganés 28911, Madrid, Spain;Computer Science Department, Universidad Carlos III de Madrid, Av. Universidad 30, Leganés 28911, Madrid, Spain;Computer Science Department, Universidad Carlos III de Madrid, Av. Universidad 30, Leganés 28911, Madrid, Spain;Computer Science Department, Universidad Carlos III de Madrid, Av. Universidad 30, Leganés 28911, Madrid, Spain
Venue:
Knowledge-Based Systems
Year:
2012

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Abstract

Portfolio selection addresses the problem of how to diversify investments in the most efficient and profitable way possible. Portfolio selection is a field of study that has been broached from several perspectives, including, among others, recommender systems. This paper presents SINVLIO (Semantic INVestment portfoLIO), a tool based on semantic technologies and fuzzy logic techniques that recommends investments grounded in both psychological aspects of the investor and traditional financial parameters of the investments. The results are very encouraging and reveal that SINVLIO makes good recommendations, according to the high degree of agreement between SINVLIO and expert recommendations.