SOFTWARE APPLICATION FOR INVESTMENT PORTFOLIO STRUCTURE MANAGEMENT

被引:0
作者
Isavnin, A.
Galiev, D.
机构
来源
BIZNES INFORMATIKA-BUSINESS INFORMATICS | 2012年 / 21卷 / 03期
关键词
investment portfolio; modeling; genetic algorithms; neural networks;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
The article presents a program product for portfolio selection management. Models and algorithms are described. We also describe the results of experiment with real assets traded at Russian stock exchange market. The strengths and weaknesses of different approaches are reviewed. We describe development potential of the product as well. The application of the software may be associated with exchange trades by interaction with popular trade terminals.
引用
收藏
页码:52 / +
页数:12
相关论文
共 2 条
  • [1] Le Sourd V., 2007, PERFORMANCE MEASUREM
  • [2] Lohre H., 2007, PORTFOLIO CONSTRUCTI