Portfolio selection using artificial intelligence
Ashwood, Andrew J. (2014) Portfolio selection using artificial intelligence. Professional Doctorate thesis, Queensland University of Technology.
The application of artificial intelligence in finance is relatively new area of research. This project employed artificial neural networks (ANNs) that use both fundamental and technical inputs to predict future prices of widely held Australian stocks and use these predicted prices for stock portfolio selection over a long investment horizon. The research involved the creation and testing of a large number of possible network configurations and draws conclusions about ANN architectures and their overall suitability for the purpose of stock portfolio selection.
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|Item Type:||QUT Thesis (Professional Doctorate)|
|Keywords:||artificial neural network, portfolio selection , alpha, performance measurement, feed-forward, back-propagation, efficient market hypothesis, neural network|
|Divisions:||Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
|Institution:||Queensland University of Technology|
|Deposited On:||20 Jan 2014 04:15|
|Last Modified:||07 Sep 2015 00:54|
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