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Financial Computational Intelligence

Author

Listed:
  • Chiu-Che Tseng
  • Yu-Chieh Lin

Abstract

Artificial intelligence decision support system is always a popular topic in providing the human with an optimized decision recommendation when operating under uncertainty in complex environments. The particular focus of our discussion is to compare different methods of artificial intelligence decision support systems in the investment domain – the goal of investment decision-making is to select an optimal portfolio that satisfies the investor’s objective, or, in other words, to maximize the investment returns under the constraints given by investors. In this study we apply several artificial intelligence systems like Influence Diagram (a special type of Bayesian network), Decision Tree and Neural Network to get experimental comparison analysis to help users to intelligently select the best portfoli

Suggested Citation

  • Chiu-Che Tseng & Yu-Chieh Lin, 2005. "Financial Computational Intelligence," Computing in Economics and Finance 2005 42, Society for Computational Economics.
    • Handle: RePEc:sce:scecf5:42
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    File URL: http://repec.org/sce2005/up.9392.1105044726.pdf
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    References listed on IDEAS

    as
    1. Chiu-Che Tseng, Piotr J. Gmytrasiewicz, Chris Ching, 2001. "Refining Influence Diagram For Stock Portfolio Selection," Computing in Economics and Finance 2001 241, Society for Computational Economics.
    2. Chiu-Che Tseng, 2003. "Comparing Artificial Intelligence Systems for Stock Portfolio Selection," Computing in Economics and Finance 2003 236, Society for Computational Economics.
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      Keywords

      Artificial intelligence; neural network; decision tree; bayesian network;
      All these keywords.

      JEL classification:

      • C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics

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