A Combination Model of Multiple Artificial Intelligence Techniques Based on Genetic Algorithms for Investment Decision Support Aid : An Application to KOSPI

2009 ◽  
Vol 10 (1) ◽  
pp. 215-236 ◽  
Author(s):  
안현철 ◽  
Hyoung-yong Lee
2011 ◽  
pp. 62-78 ◽  
Author(s):  
Chui-Che Tseng

The goal of an artificial intelligence decision support system is to provide the human user with an optimized decision recommendation when operating under uncertainty in complex environments. The particular focus of our discussion is 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. The investment domain contains numerous and diverse information sources, such as expert opinions, news releases, economic figures and so on. This presents the potential for better decision support but also poses the challenge of building a decision support agent for selecting, accessing, filtering, evaluating and incorporating information from different sources, and for making final investment recommendations. In this study we use an artificial intelligence system called influence diagram for portfolio selection. We found that the system outperform human portfolio managers and the market in the year of 1998 to 2002.


Author(s):  
Chandra S. Amaravadi

In the past decade, a new and exciting technology has unfolded on the shores of the information systems area. Based on a combination of statistical and artificial intelligence techniques, data mining has emerged from relational databases and Online Analytical Processing as a powerful tool for organizational decision support (Shim et al., 2002).


2008 ◽  
pp. 1689-1695
Author(s):  
Chandra S. Amaravadi

In the past decade, a new and exciting technology has unfolded on the shores of the information systems area. Based on a combination of statistical and artificial intelligence techniques, data mining has emerged from relational databases and Online Analytical Processing as a powerful tool for organizational decision support (Shim et al., 2002).


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