Financial Asset Management Using Artificial Neural Networks
Investors typically build portfolios for retirement. Investment portfolios are typically based on four asset classes that are commonly managed by large investment firms. The research presented in this article involves the development of an artificial neural network-based methodology that investors c...
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| Veröffentlicht in: | International journal of operations research and information systems 2020-07, Vol.11 (3), p.66-86 |
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| container_title | International journal of operations research and information systems |
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| creator | Young II, William A Weckman, Gary R Sinaki, Roohollah Younes Sadeghi, Azadeh Lynch, Dustin S |
| description | Investors typically build portfolios for retirement. Investment portfolios are typically based on four asset classes that are commonly managed by large investment firms. The research presented in this article involves the development of an artificial neural network-based methodology that investors can use to support decisions related to determining how assets are allocated within an investment portfolio. The machine learning-based methodology was applied during a time period that included the stock market crash of 2008. Even though this time period was highly volatile, the methodology produced desirable results. Methodologies such as the one presented in this article should be considered by investors because they have produced promising results, especially within unstable markets. |
| doi_str_mv | 10.4018/IJORIS.2020070104 |
| format | Article |
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Methodologies such as the one presented in this article should be considered by investors because they have produced promising results, especially within unstable markets.</description><subject>Advisors</subject><subject>Artificial intelligence</subject><subject>Artificial neural networks</subject><subject>Asset allocation</subject><subject>Asset management</subject><subject>Bear markets</subject><subject>Decision making</subject><subject>Financial management</subject><subject>Financial planners</subject><subject>Information systems</subject><subject>Investment analysis</subject><subject>Investment companies</subject><subject>Investment policy</subject><subject>Investments</subject><subject>Investors</subject><subject>Machine learning</subject><subject>Methodology</subject><subject>Neural networks</subject><subject>Open access publishing</subject><subject>Operations research</subject><subject>Performance evaluation</subject><subject>Portfolio management</subject><subject>Securities 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| subjects | Advisors Artificial intelligence Artificial neural networks Asset allocation Asset management Bear markets Decision making Financial management Financial planners Information systems Investment analysis Investment companies Investment policy Investments Investors Machine learning Methodology Neural networks Open access publishing Operations research Performance evaluation Portfolio management Securities industry Securities markets Stock exchanges Stock markets Success Volatility |
| title | Financial Asset Management Using Artificial Neural Networks |
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