Support Vector Machines Networks to Hybrid Neuro-Genetic SVMs in Portfolio Selection

N. Loukeris, I. Eleftheriadis

Department of Business Administration, University of Macedonia, Thessaloniki, Greece.

DOI: 10.4236/iim.2015.73011                

Abstract

Corporate net value is efficiently described on its stock price, offering investors a chance to include a potentially surplus value to the net worth of the overall investment portfolio. Financial analysis of corporations extracted from the accounting statements is constantly demanded to support decisions making of portfolio managers. Econometrics and Artificial Intelligence methods aim to extract hidden information from complex accounting and financial data. Support Vector Machines hybrids optimized in their components by Genetic Algorithms provide effective results in corporate financial analysis.

Keywords

Support Vector Machines, Genetic Algorithms, Corporate Finance, Financial Markets

Conflicts of Interest

The authors declare no conflicts of interest.

References

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