{"title":"应用交互式人工蜂群构建股票投资组合","authors":"Jui-Fang Chang, Tsai-Wei Yang, Pei-wei Tsai","doi":"10.1109/RVSP.2013.36","DOIUrl":null,"url":null,"abstract":"In recent years, lots of portfolio analysis methods been proposed one after another. The investors care about how much money they can earn, and the companies need to know how much performance they gain. In this paper, a new stock portfolio construction strategy using Investment Satisfied Capability Index (ISCI) and Interactive Artificial Bee Colony (IABC) is proposed. Two-year daily Return on Investment (ROI) data is used in the experiment to test the performance of our proposed method. The experimental results are compared with the investment result from Taiwan broader market and Taiwan Top 50 Tracker Fund of Taiwan Yuanta Securities. The results are positive.","PeriodicalId":6585,"journal":{"name":"2013 Second International Conference on Robot, Vision and Signal Processing","volume":"10 1","pages":"129-132"},"PeriodicalIF":0.0000,"publicationDate":"2013-12-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Applying Interactive Artificial Bee Colony to Construct the Stock Portfolio\",\"authors\":\"Jui-Fang Chang, Tsai-Wei Yang, Pei-wei Tsai\",\"doi\":\"10.1109/RVSP.2013.36\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In recent years, lots of portfolio analysis methods been proposed one after another. The investors care about how much money they can earn, and the companies need to know how much performance they gain. In this paper, a new stock portfolio construction strategy using Investment Satisfied Capability Index (ISCI) and Interactive Artificial Bee Colony (IABC) is proposed. Two-year daily Return on Investment (ROI) data is used in the experiment to test the performance of our proposed method. The experimental results are compared with the investment result from Taiwan broader market and Taiwan Top 50 Tracker Fund of Taiwan Yuanta Securities. The results are positive.\",\"PeriodicalId\":6585,\"journal\":{\"name\":\"2013 Second International Conference on Robot, Vision and Signal Processing\",\"volume\":\"10 1\",\"pages\":\"129-132\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2013-12-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2013 Second International Conference on Robot, Vision and Signal Processing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/RVSP.2013.36\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2013 Second International Conference on Robot, Vision and Signal Processing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/RVSP.2013.36","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Applying Interactive Artificial Bee Colony to Construct the Stock Portfolio
In recent years, lots of portfolio analysis methods been proposed one after another. The investors care about how much money they can earn, and the companies need to know how much performance they gain. In this paper, a new stock portfolio construction strategy using Investment Satisfied Capability Index (ISCI) and Interactive Artificial Bee Colony (IABC) is proposed. Two-year daily Return on Investment (ROI) data is used in the experiment to test the performance of our proposed method. The experimental results are compared with the investment result from Taiwan broader market and Taiwan Top 50 Tracker Fund of Taiwan Yuanta Securities. The results are positive.
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