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Towards an intelligent decision support system for portfolio management

Matsatsinis Nikolaos, Zopounidis, Constantin, Samaras George

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URI: http://purl.tuc.gr/dl/dias/DAF12A69-F373-40FA-94AD-6FE24DFDFE16
Year 2005
Type of Item Peer-Reviewed Journal Publication
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Bibliographic Citation G.D. Samaras, N.F. Matsatsinis, C. Zopounidis ," Towards an intelligent decision support system for portfolio management," Found. of Computing and Dec.Sciences ,vol.30,no. 2,pp. 141-162, 2005.
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Summary

The paper presents an Intelligent DSS to cover the needs in stock portfolio management. The system introduced develops the three tools of portfolio management: Fundamental Analysis, Technical Analysis and Market Psychology. In addition, it is also led by the investor's profile in order to make a personalized investment decision. The system integrates multi-criteria analysis methods and AI technologies, in order to obtain an efficient system, better suited to the rapidly changing conjunctures of financial markets. It introduces to the potential investor a complete fully justified investment suggestion for portfolio management of the Athens Stock Exchange.

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