The nature of statistical learning theory
The nature of statistical learning theory
Support Vector Machines for 3D Object Recognition
IEEE Transactions on Pattern Analysis and Machine Intelligence
An introduction to support Vector Machines: and other kernel-based learning methods
An introduction to support Vector Machines: and other kernel-based learning methods
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Financial Engineering, E-Commerce, and Supply Chain
Financial Engineering, E-Commerce, and Supply Chain
A Tutorial on Support Vector Machines for Pattern Recognition
Data Mining and Knowledge Discovery
Text Categorization with Suport Vector Machines: Learning with Many Relevant Features
ECML '98 Proceedings of the 10th European Conference on Machine Learning
Asymptotic behaviors of support vector machines with Gaussian kernel
Neural Computation
An SVM-based Algorithm for Identification of Photosynthesis-specific Genome Features
CSB '03 Proceedings of the IEEE Computer Society Conference on Bioinformatics
Credit rating analysis with support vector machines and neural networks: a market comparative study
Decision Support Systems - Special issue: Data mining for financial decision making
Mining market data: a network approach
Computers and Operations Research
Application of support vector machines to corporate credit rating prediction
Expert Systems with Applications: An International Journal
Asset portfolio optimization using fuzzy mathematical programming
Information Sciences: an International Journal
Regularized least squares fuzzy support vector regression for financial time series forecasting
Expert Systems with Applications: An International Journal
Constructing investment strategy portfolios by combination genetic algorithms
Expert Systems with Applications: An International Journal
A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality
Information Sciences: an International Journal
LIBSVM: A library for support vector machines
ACM Transactions on Intelligent Systems and Technology (TIST)
A double-stage genetic optimization algorithm for portfolio selection
ICONIP'06 Proceedings of the 13th international conference on Neural information processing - Volume Part III
Support vector machines for spam categorization
IEEE Transactions on Neural Networks
Hybrid optimization models of portfolio selection involving financial and ethical considerations
Knowledge-Based Systems
Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
Information Sciences: an International Journal
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This paper presents an integrated approach for portfolio selection in a multicriteria decision making framework. Firstly, we use Support Vector Machines for classifying financial assets in three pre-defined classes, based on their performance on some key financial criteria. Next, we employ Real-Coded Genetic Algorithm to solve a mathematical model of the multicriteria portfolio selection problem in the respective classes incorporating investor-preferences.