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| DOI | 10.25102/FER.2021.01.02 | ||
| Año | 2021 | ||
| Tipo |
Citas Totales
Autores Afiliación Chile
Instituciones Chile
% Participación
Internacional
Autores
Afiliación Extranjera
Instituciones
Extranjeras
This paper presents applications of computational intelligence tools in investment decision making processes. The aim is to build effective stock portfolios, for diverse risk-oriented individuals, including both, objective and subjective inputs. The proposed methods include the analysis of 5 different stock shares from companies that are in the Nasdaq 100 index, namely: Microsoft, Amazon.com Inc, MercadoLibre Inc, Intel Corporation and Facebook Inc using the ordered weighted average distance (OWAD) operator, the ordered weighted averaging adequacy coefficient (OWAAC) operator and the ordered weighted averaging index of maximum and minimum level (OWAIMAM) operator. Results show that a risk seeking investor would prefer stocks that display the behavior of the analyzed dataset of Amazon and a conservative investor would prefer Intel. The main advantage of the proposed methods is introducing multiple objective and subjective data in a single formulation that includes risk aversion, aptitude, expectations, and investment inputs, providing a wider representation of options and scenarios.
| Ord. | Autor | Género | Institución - País |
|---|---|---|---|
| 1 | Alfaro-García, Victor G. | - |
Universidad Michoacana de San Nicolás de Hidalgo - México
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| 2 | León-Castro, Ernesto | - |
Universidad Católica de la Santísima Concepción - Chile
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| 3 | Blanco-Mesa, Fabio | - |
Universidad Pedagógica y Tecnológica de Colombia - Colombia
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| Fuente |
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| Consejo Nacional de Ciencia y Tecnología |
| SIEMCI |
| Red Sistemas Inteligentes y Expertos |
| Modelos Computacionales Iberoamericanos |
| Agradecimiento |
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| The first author would like to thank the Mexican Council of Science and Technology (CONACYT) for the support given through the scholarship 740762 to repatriation projects. Research supported by Red Sistemas Inteligentes y Expertos, Modelos Computacionales Iberoamericanos (SIEMCI), project number 522RT0130 in Programa Iberoamericano de Ciencia y Tecnología para el Desarrollo (CYTED). |