NDLI: Investment portfolio optimization based on risk and trust management

Content Provider	IEEE Xplore Digital Library
Author	Tirea, M. Negru, V.
Copyright Year	2013
Description	Author affiliation: Comput. Sci. Dept., West Univ. of Timisoara, Timisoara, Romania (Tirea, M.; Negru, V.)
Abstract	The goal of this paper is to develop a system able to coordinate a trader in optimizing a stock market portfolio in order to improve the profitability of a short or medium time period investment. The system is able to classify the risk and quantifies its effect on an investment based on sentiment analysis, certain characteristics and the traders level of confidence. It also uses an ontology to describe the markets status and expectations based on future events (text features) and to determine the relationship and correlation between news articles. The system also verifies the effect of a similar percentage of positive and negative news articles, and which of this information will influence more the stock price movement and trend. We proposed a multi-agent system that uses text mining, ontology, sentiment analysis, trust and risk models in order to choose the appropriate mix of investments to minimize the risk and maximize the gain on a stock portfolio. A prototype was developed on which we validated our research.
Starting Page	369
Ending Page	374
File Size	562712
Page Count	6
File Format	PDF
ISBN	9781479903030
e-ISBN	9781479903054
DOI	10.1109/SISY.2013.6662604
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2013-09-26
Publisher Place	Serbia
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Correlation Portfolio Optimization Trading Strategies Sentiment Analysis Trust Optimization Risk Management Analytical models Multi-Agent System Stock Market Prediction Market research Stock markets Portfolios Investment
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Classifying and quantifying certain phenomena effect

Using kads to design a multi-agent framework for stock trading.

Managing Risk Behavior on an Evolutionary Market -- A Risk Limits and Value-at-Risk Measures Approach

A low risk stock trading decision support system

Multi-agent Stock Trading Algorithm Model

A multi-agent framework for stock trading (2000)

Using KADS to Design a Multi-Agent Framework for Stock Trading

iTrade: An Adaptive Risk-Adjusted Intelligent Stock Trading System from the Perspective of Concept Drift

Market analysis and trading strategies with Bayesian networks

Investment portfolio optimization based on risk and trust management

Similar Documents

Classifying and quantifying certain phenomena effect

Using kads to design a multi-agent framework for stock trading.

Managing Risk Behavior on an Evolutionary Market -- A Risk Limits and Value-at-Risk Measures Approach

A low risk stock trading decision support system

Multi-agent Stock Trading Algorithm Model

A multi-agent framework for stock trading (2000)

Using KADS to Design a Multi-Agent Framework for Stock Trading

iTrade: An Adaptive Risk-Adjusted Intelligent Stock Trading System from the Perspective of Concept Drift

Market analysis and trading strategies with Bayesian networks

Investment portfolio optimization based on risk and trust management