{"title":"利用人工智能优化投资组合构建","authors":"C. Thim, Eric Seah","doi":"10.4156/IJACT.VOL3.ISSUE3.16","DOIUrl":null,"url":null,"abstract":"The aim of this research is to enhance the practicability of Artificial Intelligence using Neural Network (NN) in the actual market. This paper generalized the standard Markowitz Theory's Efficient Frontier to mimic and optimise the portfolio construction and develop a neural network heuristic to better understand the chemistry of how Artificial Intelligence can construct optimal portfolio ability and provide advantages to all levels of investors.","PeriodicalId":131337,"journal":{"name":"5th International Conference on Computer Sciences and Convergence Information Technology","volume":"68 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2010-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":"{\"title\":\"Optimizing portfolio construction using artificial intelligence\",\"authors\":\"C. Thim, Eric Seah\",\"doi\":\"10.4156/IJACT.VOL3.ISSUE3.16\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The aim of this research is to enhance the practicability of Artificial Intelligence using Neural Network (NN) in the actual market. This paper generalized the standard Markowitz Theory's Efficient Frontier to mimic and optimise the portfolio construction and develop a neural network heuristic to better understand the chemistry of how Artificial Intelligence can construct optimal portfolio ability and provide advantages to all levels of investors.\",\"PeriodicalId\":131337,\"journal\":{\"name\":\"5th International Conference on Computer Sciences and Convergence Information Technology\",\"volume\":\"68 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2010-11-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"5th International Conference on Computer Sciences and Convergence Information Technology\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.4156/IJACT.VOL3.ISSUE3.16\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"5th International Conference on Computer Sciences and Convergence Information Technology","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4156/IJACT.VOL3.ISSUE3.16","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Optimizing portfolio construction using artificial intelligence
The aim of this research is to enhance the practicability of Artificial Intelligence using Neural Network (NN) in the actual market. This paper generalized the standard Markowitz Theory's Efficient Frontier to mimic and optimise the portfolio construction and develop a neural network heuristic to better understand the chemistry of how Artificial Intelligence can construct optimal portfolio ability and provide advantages to all levels of investors.
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