Stock Portfolio Selection Using Dempster Shafer Evidence Theory
| المصدر: | مجلة جامعة الملك سعود - علوم الحاسب والمعلومات |
|---|---|
| الناشر: | جامعة الملك سعود |
| المؤلف الرئيسي: | Thakur, Gour Sundar Mitra (Author) |
| مؤلفين آخرين: | Bhattacharyya, Rupak (Co-Author), Mondal, Seema Sarkar (Co-Author) |
| المجلد/العدد: | مج30, ع2 |
| محكمة: | نعم |
| الدولة: |
السعودية |
| التاريخ الميلادي: |
2018
|
| الصفحات: | 223 - 235 |
| DOI: |
10.33948/0584-030-002-008 |
| ISSN: |
1319-1578 |
| رقم MD: | 974394 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | science |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Stock Portfolio Selection | Ranking | Dempster Shafer Evidence Theory | Ant Colony Optimization | Fuzzy Delphi Method
|
| رابط المحتوى: |
| LEADER | 02040nam a22002537a 4500 | ||
|---|---|---|---|
| 001 | 1717184 | ||
| 024 | |3 10.33948/0584-030-002-008 | ||
| 041 | |a eng | ||
| 044 | |b السعودية | ||
| 100 | |9 525604 |a Thakur, Gour Sundar Mitra |e Author | ||
| 245 | |a Stock Portfolio Selection Using Dempster Shafer Evidence Theory | ||
| 260 | |b جامعة الملك سعود |c 2018 | ||
| 300 | |a 223 - 235 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b Markowitz’s return–risk model for stock portfolio selection is based on the historical return data of assets. In addition to the effect of historical return, there are many other critical fac- tors which directly or indirectly influence the stock market. We use the fuzzy Delphi method to identify the critical factors initially. Factors having lower correlation coefficients are finally consid- ered for further consideration. The critical factors and historical data are used to apply Dempster– Shafer evidence theory to rank the stocks. Then, a portfolio selection model that prefers stocks with higher rank is proposed. Illustration is done using stocks under Bombay Stock Exchange (BSE). Simulation is done by Ant Colony Optimization. The performance of the outcome is found satis- factory when compared with recent performance of the assets. | ||
| 653 | |a المحافظ الاستثمارية |a الأوراق المالية |a الأسواق المالية | ||
| 692 | |b Stock Portfolio Selection |b Ranking |b Dempster Shafer Evidence Theory |b Ant Colony Optimization |b Fuzzy Delphi Method | ||
| 700 | |9 524582 |a Bhattacharyya, Rupak |e Co-Author | ||
| 700 | |9 525605 |a Mondal, Seema Sarkar |e Co-Author | ||
| 773 | |c 008 |e Journal of King Saud University (Computer and Information Sciences) |f Maǧalaẗ ǧamʼaẗ al-malīk Saud : ùlm al-ḥasib wa al-maʼlumat |l 002 |m مج30, ع2 |o 0584 |s مجلة جامعة الملك سعود - علوم الحاسب والمعلومات |v 030 |x 1319-1578 | ||
| 856 | |u 0584-030-002-008.pdf | ||
| 930 | |d y |p y | ||
| 995 | |a science | ||
| 999 | |c 974394 |d 974394 | ||
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