NDLI: Teoría de carteras de inversión para la diversificación del riesgo: enfoque clásico y uso de redes neuronales artificiales (RNA)

Please wait, while we are loading the content...

Teoría de carteras de inversión para la diversificación del riesgo: enfoque clásico y uso de redes neuronales artificiales (RNA)

Content Provider	Semantic Scholar
Author	Conti, Dante Simó, Carles Rodríguez, Ángel
Copyright Year	2005
Abstract	The relationship between risk and gain has a vital importance in the design of investment portfolios. The diversification pursues to obtain an optimal combination of assets that maximizes the gain minimizing the risk. Under this premise, this paper approach the classic theory of the investment portfolio by adding to this theory a set of heuristic and statistical techniques that are related with selection patterns obtained from neural networks (RNA). In a first phase of experimentation, it is sought to define the study to the feasibility of the RNA for the conformation of investment portfolio with the assets that quote in the Venezuelan stock exchange. The classic theory is confronted (quadratic programming model proposed by Markowitz) versus the alternative approach of the RNA by comparing the results of the investment portfolios that are gotten with both techniques. Finally, the optimization of the RNA architecture is recommended for posteriori studies, as well as, to solve this problem by using other Artificial Intelligence techniques with Operations Research methods that are applied to the field of finance and management of investment portfolios.
Starting Page	35
Ending Page	42
Page Count	8
File Format	PDF HTM / HTML
Volume Number	26
Alternate Webpage(s)	http://erevistas.saber.ula.ve/index.php/cienciaeingenieria/article/download/318/337
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

Central Library (ISO-9001:2015 Certified)
Indian Institute of Technology Kharagpur
Kharagpur, West Bengal, India | PIN - 721302

See location in the Map
03222 282435
Mail: support@ndl.gov.in

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