Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA

ISBN-13: 9783319293905 / Angielski / Miękka / 2016 / 95 str.

Antonio Silva; Rui Neves; Nuno Horta

Opis

To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage

Spis treści

Introduction.- Literature Review.- System Architecture.- Multi-Objective optimization.- Simulations in single and multi-objective optimization.- Outlook.