Financial Computational Intelligence

Chiu-Che Tseng and Yu-Chieh Lin

No 42, Computing in Economics and Finance 2005 from Society for Computational Economics

Abstract: Artificial intelligence decision support system is always a popular topic in providing the human with an optimized decision recommendation when operating under uncertainty in complex environments. The particular focus of our discussion is to compare different methods of artificial intelligence decision support systems in 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. In this study we apply several artificial intelligence systems like Influence Diagram (a special type of Bayesian network), Decision Tree and Neural Network to get experimental comparison analysis to help users to intelligently select the best portfoli

Keywords: Artificial intelligence; neural network; decision tree; bayesian network (search for similar items in EconPapers)
JEL-codes: C45 (search for similar items in EconPapers)
Date: 2005-11-11
New Economics Papers: this item is included in nep-cmp and nep-ict
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