Paper Info
Title
Applying Interactive Artificial Bee Colony to Construct the Stock Portfolio
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.
Year
DOI
Venue
2013
10.1109/RVSP.2013.36
RVSP
Keywords
Field
DocType
stock portfolio,interactive artificial bee colony,two-year daily return,tracker fund,new stock portfolio construction,taiwan broader market,taiwan yuanta securities,taiwan top,investment satisfied capability index,portfolio analysis method,sociology,statistics,indexes,investment,genetic algorithms
Return on investment,Investment strategy,Modern portfolio theory,Microeconomics,Portfolio,Unit investment trust,Need to know,Process capability index,Genetic algorithm
Conference
ISSN
Citations 
PageRank 
2376-9793
0
0.34
References 
Authors
0
3
Name
Order
Citations
PageRank
Jui-Fang Chang111313.78
Tsai-Wei Yang200.68
Tsai Pei-wei312715.88