Hybridization of Machine Learning Techniques to Optimize Portfolio of Stock Market: Review of Literature from the Period 2005 to 2018

Author:

Mahajan Keerti.1,Toro Ulka2,Kulkarni R.V3

Affiliation:

1. Bharati Vidyapeeth Institute of Management ,Kolhapur.

2. Bharati Vidyapeeth Institute of Management, Kolhapur

3. Head of Computer studies in Chh. Shahu Institute of business education and research Kolhapur

Abstract

In finance there has always been the problem of how to combine investments to form a portfolio. Progress on this problem we focus on some of the important applications such as Forecasting, Trading, Portfolio Selection and Management of Stock Market is considered as one of the fundamental building block of developed country. If number of investor’s increases then the economy of the country also increases and every investor invests to get good returns. But as stock market is uncertain and complicated the selection of good scripts are considered as one of the challenge in stock market field. So much work has been donein this field, The purpose of the present study is to review research articles from the period 2005 to 2018 and to find research gap for future work.

Publisher

Blue Eyes Intelligence Engineering and Sciences Engineering and Sciences Publication - BEIESP

Subject

Management of Technology and Innovation,General Engineering

Reference29 articles.

1. Fatih Konak et al,(2016)" Fuzzy Linear Programming on Portfolio Optimization: Empirical evidence from FTSE 100 Index", Global Journal of Management and Business Research: C Finance Volume 16 Issue 2 Version 1.0.

2. Mehdi Alinezhad Sarokolaei, Heydar Mohammadzadeh Salteh, Azadeh Edalat(2013)," Presenting a Fuzzy Model for Fuzzy Portfolio Optimization with the Mean Absolute Deviation Risk function",Europeon online journal of Natural and Social Science,Vol 2., No 3(s),pp 1793-1799, ISSN 1805-3602 .

3. P.Divya, P. Ramesh Kumar(2012),"The Investment Portfolio Selection Using Fuzzy Logic And Genetic Algorithm", International Journal of Engineering Research and Applications , Vol. 2, Issue 5, pp.2100-2105 , ISSN: 2248-9622,79

4. Masafumi Nakano,AkihikoTakahashi,Soichiro Takahashi(2017),"Fuzzy logic-based portfolio selection with particle filtering and anomaly detection", Knowledge-Based Systems,Elsevier 1-12,

5. Oguzhan Ece &Ahmet Serhat Uludag,(2017)," Applicability of Fuzzy TOPSIS Method in Optimal Portfolio Selection and an Application in BIST", International Journal of Economics and Finance; Vol. 9, No. 10; ISSN 1916-971X E-ISSN 1916-9728.

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