Stock market prediction and Portfolio selection models: a survey

dc.contributor.author Rather, Akhter Mohiuddin
dc.contributor.author Sastry, V. N.
dc.contributor.author Agarwal, Arun
dc.date.accessioned 2022-03-27T05:52:03Z
dc.date.available 2022-03-27T05:52:03Z
dc.date.issued 2017-09-01
dc.description.abstract Stock data is known to be chaotic in nature and it is a challenging task to predict the non-linear patterns of such data. Forming an optimal portfolio of stocks is yet another challenging task and limitations do exist in every portfolio model in some form or the other. In order to resolve such problems, many artificial intelligence models have appeared in literature which are also known as intelligent models. Prediction of stocks as well as investing in appropriate stocks has remained in focus among investors, industrialists as well as among academicians. This paper surveys important published articles in the related area available in literature. This survey highlights traditional mathematical models available in articles which have appeared decades back till artificial intelligence based models available in recent articles.
dc.identifier.citation OPSEARCH. v.54(3)
dc.identifier.issn 00303887
dc.identifier.uri 10.1007/s12597-016-0289-y
dc.identifier.uri http://link.springer.com/10.1007/s12597-016-0289-y
dc.identifier.uri https://dspace.uohyd.ac.in/handle/1/8479
dc.subject Artificial intelligence based models
dc.subject Portfolio selection models
dc.subject Stock returns
dc.subject Time series prediction
dc.title Stock market prediction and Portfolio selection models: a survey
dc.type Journal. Article
dspace.entity.type
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