A DSS/GA approach for portfolio selection problem Portföy seçimi problemi için KDS/GA yaklaşimi

AKAY D., ÇETİNYOKUŞ T., Daǧdeviren M.

Journal of the Faculty of Engineering and Architecture of Gazi University, cilt.17, sa.4, ss.125-138, 2002 (Scopus) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 17 Sayı: 4
  • Basım Tarihi: 2002
  • Dergi Adı: Journal of the Faculty of Engineering and Architecture of Gazi University
  • Derginin Tarandığı İndeksler: Scopus, TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.125-138
  • Anahtar Kelimeler: Decision support systems, Genetic algorithm, Portfolio selection
  • Hacettepe Üniversitesi Adresli: Hayır

Özet

Decision making is a hard and long process in portfolio management like any other complex real life problems. Reason of this is the difficulty of selection the portfolio fitting the decision makers criteria from using the great amount of complex data to satisfy investor's goals. Decision Support Systems (DSS) are one of the the efficient methods for the decision makers in order to solve this kind of problems. In this study, a DSS is developed for constituting the portfolios having cardinality constraints. In the model phase of the DSS, Genetic Algorithm (GA) and technical indicator are used. Finally, scenarios are obtained for the purpose of helping investor's decisions.