2009/10/13 by Evan Hurwitz, Hurwitz, Evan, Tshilidzi Marwala +1
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Computational Engineering #FOS: Computer and information sciences #Finance #Financial Markets and Investment Strategies #Risk and Portfolio Optimization #Stock Market Forecasting Methods #and Science (cs.CE) #cs.AI #cs.CE
paper · pdf · doi:10.48550/arxiv.0910.2276
9 pages
arxiv created 2009/10/13 · openalex publication_date 2009/10/13 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Computational techniques have shown much promise in the field of Finance, owing to their ability to extract sense out of dauntingly complex systems. This paper reviews the most promising of these techniques, from traditional computational intelligence methods to their machine learning siblings, with particular view to their application in optimising the management of a portfolio of financial instruments. The current state of the art is assessed, and prospective further work is assessed and recommended