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العنوان
Using artificial intelligence in financial technology /
المؤلف
Noaman, Noureen Mohamed.
هيئة الاعداد
باحث / نورين محمد نعمان وهبة علي الحداد
مشرف / عبدالرحمن عبدالرحمن كراوية
مشرف / محمد أحمد الدسوقي
مناقش / محمد محمد عيسى
مناقش / وائل عبدالقادر عوض
الموضوع
Artificial intelligence. Computational intelligence. Finance - Technological innovations. Financial services industry - Technological innovations.
تاريخ النشر
2021.
عدد الصفحات
online resource (192 pages) :
اللغة
الإنجليزية
الدرجة
ماجستير
التخصص
الرياضيات (المتنوعة)
تاريخ الإجازة
1/1/2021
مكان الإجازة
جامعة المنصورة - كلية العلوم - قسم الرياضيات
الفهرس
Only 14 pages are availabe for public view

from 108

from 108

Abstract

We have 4 stocks in our portfolio. One decision we have to make is how we should allocate our budget to each of stock in our portfolio. If our total budget is 1. We want to get best portfolio with the highest return and the lowest risk. Financial portfolio optimization is a difficult problem as it deals with many variables. Modern Portfolio Theory (MPT) is used for minimizing risk for a specific expected return. Many approaches are proposed to optimize portfolios. This thesis proposes financial portfolio optimization using Monte Carlo Simulation and Operations Research. Results show an effective financial portfolio optimization. The thesis also applied heuristics such as Particle Swarm Optimization (PSO), Differential Evolution Optimization (DEO), and Non-dominated Sorting Genetic Algorithm (NSGA-II). Artificial intelligence is the simulation of human intelligence processes by machines, especially computer systems. Specific applications of AI include expert systems, natural language processing, and speech recognition and machine vision. The rest of this thesis is decomposed as follows. Introduction is given in chapter 1 and chapter 2 is Methodology.