Artificial Intelligence in Portfolio Management

Authors:
Man-chung Chan;Chi-Cheong Wong;W. F. Tse;Bernard K.-S. Cheung;Gordon Y.-N. Tang
Affiliations:
-;-;-;-;-
Venue:
IDEAL '02 Proceedings of the Third International Conference on Intelligent Data Engineering and Automated Learning
Year:
2002

Citing 2
Cited 1

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Abstract

Artificial intelligence supports decision by analyzing enormous information. This paper introduces an intelligent portfolio management system (IPMS) that applies artificial intelligence to assist investors in planning their investments. A prototype is developed based on the portfolio management process, involving stock selection and asset allocation optimization. A genetically optimised fuzzy rule-base is developed for stock selection. Genetic algorithm is used to optimize asset allocation according to investor's risk aversion.