About: Soft computing as a tool to optimize an investment portfolio

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The paper describes the creation and application of an investment portfolio. Main aim of the paper is to perform statistical analysis of selected financial instruments and to find a connection between the input data. Authors use application Adaptrade from the Adaptrade software company which is based on genetic algorithms basis and is able to process this difficult task in real time. The case analysis is performed for three world currencies - U. S. dollar, Canadian dollar and Swiss franc. Statistical analysis was performed specifically on the currency couple USD: CAD and USD:CHF. The input data consists of time series, which records the progress of prices of the financial instruments with a period of 15 minutes continuously from Monday 00:00 to Friday 23:00 for the period 2.1.2009 – 14.3.2011. The paper describes the creation and application of an investment portfolio. Main aim of the paper is to perform statistical analysis of selected financial instruments and to find a connection between the input data. Authors use application Adaptrade from the Adaptrade software company which is based on genetic algorithms basis and is able to process this difficult task in real time. The case analysis is performed for three world currencies - U. S. dollar, Canadian dollar and Swiss franc. Statistical analysis was performed specifically on the currency couple USD: CAD and USD:CHF. The input data consists of time series, which records the progress of prices of the financial instruments with a period of 15 minutes continuously from Monday 00:00 to Friday 23:00 for the period 2.1.2009 – 14.3.2011. (en)
Title	Soft computing as a tool to optimize an investment portfolio Soft computing as a tool to optimize an investment portfolio (en)
skos:prefLabel	Soft computing as a tool to optimize an investment portfolio Soft computing as a tool to optimize an investment portfolio (en)
skos:notation	RIV/00216305:26510/11:PU94943!RIV12-MSM-26510___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...iv/cisloPeriodika	3
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Budík, Jan Doskočil, Radek
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoké učení technické v Brně / Fakulta podnikatelská
http://linked.open...dnocenehoVysledku	230288
http://linked.open...ai/riv/idVysledku	RIV/00216305:26510/11:PU94943
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Optimization, soft computing, Adaptrade, genetic algorithms, investment portfolio (en)
http://linked.open.../riv/klicoveSlovo	Optimization genetic algorithms investment portfolio Adaptrade soft computing
http://linked.open...odStatuVydavatele	LT - Litevská republika
http://linked.open...ontrolniKodProRIV	[F54286764425]
http://linked.open...i/riv/nazevZdroje	Intellectual Economics
http://linked.open...in/vavai/riv/obor	AE
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...UplatneniVysledku	2011
http://linked.open...v/svazekPeriodika	5
http://linked.open...iv/tvurceVysledku	Budík, Jan Doskočil, Radek
issn	1822-8011
number of pages	11 (xsd:int)
http://localhost/t...ganizacniJednotka	26510

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