Examinando por Autor "Becerra Botero, Miguel A."
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- ÍtemRegression and bee optimization to select Colombia investment portfolio(Fundación Universitaria Los Libertadores. Sede Bogotá., ) Becerra Botero, Miguel A.; Wilson Sandoval, Eduardo DuqueMaking decision to select investment portfolio is very complex and it is based on the risk and the profit. There are multiple studies about investment portfolio, however, itisanopenresearchfieldduetothecomplexityofthepredictionofthe market. In this paper are compared support vector regression models and Long short term memory- Artificial Neural network applied on a database of Colombia stock-exchange of 18 enterprises with 2631 instances for the period 2010-2020. Theirresultsareusedtoobtainanoptimizedinvestmentportfoliowhichiscarried out using bee algorithm optimization in order to minimize the risk and maximize theprofitwithconstrainlevelsbasedonexpectedreturn. Theresultsdemonstrated the capability of the decision support system to select portfolio