Artificial intelligence model for building investment portfolio optimization mix using historical stock prices data

Artificial intelligence model for building investment portfolio optimization mix using historical stock prices data

Purpose – The purpose of this paper is to implement a genetic algorithmic geared toward building an optimized investment portfolio exploring data set from stocks of firms listed on the Nigerian exchange market. To provide a research-driven guide toward portfolio business assessment and implementatio...

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Bibliographic Details
Main Authors: Sulaimon Olanrewaju Adebiyi, Oludayo Olatosimi Ogunbiyi, Bilqis Bolanle Amole
Format: Article
Language:English
Published: Emerald Publishing 2022-04-01
Series:Rajagiri Management Journal
Subjects:
genetic algorithm
sharpe ratio
asset allocation
optimal returns
Online Access:https://www.emerald.com/insight/content/doi/10.1108/RAMJ-07-2020-0036/full/pdf?title=artificial-intelligence-model-for-building-investment-portfolio-optimization-mix-using-historical-stock-prices-data

Internet

https://www.emerald.com/insight/content/doi/10.1108/RAMJ-07-2020-0036/full/pdf?title=artificial-intelligence-model-for-building-investment-portfolio-optimization-mix-using-historical-stock-prices-data

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