Intelligent Investor: An intelligent decision support system for portfolio management

• Cohen, P and Lieberman, M.D (1983), “FOLIO: An expert assistant for portfolio managers”, Stanford University.

• Colson, G. and De Bruyn C. (1989), “Models and Methods in Multiple Objectives Decision Making”, mathematical Computing and Modelling, Vol. 12(11/12), 1201–1211.

  Article  Google Scholar 

• Corcella, K. (1995), “Market Prediction Turns on Random Walk”, Wall Street & Technology, Vol. 12(13), 36–42.

  Google Scholar 

• Hurson, C. and Zopounidis, C. (1997), “Gestion de Portfeuilles et Analyse Multicritère”, Economica, Paris.

  Google Scholar 

• Jacquet-Lagrèze, E. and Siskos, J. (1982), “Assessing a set of additive utility functions for multicriteria decision-making: The UTA method”, EJOR, Vol. 10, 151–164.

  Article  Google Scholar 

• Jennings, N.R., Sycara, K. and Wooldridge, M. (1999), “A Roadmap of Agent Research and Development”, in Autonomous Agents and Multi-Agent Systems (Kluwer Academic Press), Vol. 1, 7–38.

• Klein, M. R. and L. B. Methlie (1995), “Knowledge-based Decision Support Systems with Applications in Business”, Wiley & Sons, New York.

  Google Scholar 

• Kuo, R. J., Chen, C. H. and Hwang, Y. C. (2001), “An intelligent stock trading support system through integration of genetic algorithm based fuzzy neural network and artificial neural network”, Fuzzy Sets and Systems, Vol. 118, 21–45.

  Article  Google Scholar 

• Latzenhofer, A. “ESMA: Expert System for Market Analysis”, Vienna/Austria.

• Lee, J. K., Kim, H. S. and Chu, S. C. (1989), “Intelligent Stock Portfolio Management System”, Expert Systems, Vol. 6(2), 74–85.

  Article  Google Scholar 

• Lee, J.B. and Stohr, E.A. (1986), “Representing Knowledge for Portfolio Mangement Decision Making”, Published: Micros Managers and Mainframes NYU Symposium, John Wiley.

• Lee, S.M. and Chesser, D.L. (1980), “Goal programming for portfolio selection”, The Journal of Portfolio Management, Spring, 22–26.

• Markowitz H. (1952), “Portfolio selection”, Journal of Finance, 1 (1), 77–91.

  Article  Google Scholar 

• Matsatsinis, N.F., Samaras, G. D., Siskos, Y. and Zopunidis, C. (2002), “Intelligent DSS for Portfolio Management: A Survey”.6th Balkan Conference on Operational Research. Thessaloniki, Greece. May 22–24, 2002.

• Partridge, D. and Hussain, K.M. (1995), “Knowledge Based Information Systems”, McGraw-Hill.

• Poh, H. L. (1994), “A Neural Network Approach for Decision Support”, International Journal of Applied Expert Systems, Vol. 2(3).

• Poh, K. L. (2000), “An Intelligent Decision Support System for Investment Analysis”, Knowledge and Information Systems, Vol. 2, 340–358.

  Article  Google Scholar 

• Ross, S.A. (1976), “The Arbitrage Theoty of Capital Asset Pricing”, Journal of Economic Theory, Vol. 13, 341–360.

  Article  Google Scholar 

• Schochen, M. and Ariav, G. (1994, June), “Neural Networks for Decision Support: Problems and Opportunities”, Decision Support Systems, Vol. 11, no. 5.

• Sharpe, W.F (1964), “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk”, The Journal of Finance, Vol. 19, No. 3, pp. 425–442.

  Article  Google Scholar 

• Siskos, J. and Despotis, D. K. (1989), “A DSS oriented method for multiobjective linear programming problems”, Decision Support Systems, Vol. 5, 47–55.

  Article  Google Scholar 

• Siskos, J. and Matsatsinis, N.F. (1993b), “A DSS for market analysis and new product design”, Journal of Decision Systems, Vol. 2(1), 35–60.

  Google Scholar 

• Siskos, Y. and Yannacopoulos, D. (1985), “UTASTAR: An ordinal regression method for building additive value functions”, Investigação Operacional, Vol. 5(1), 39–53.

  Google Scholar 

• Siskos, Y., Grigoroudis, E., Zopounidis, C. and Saurais, O. (1998), “Measuring customer satisfaction using a syrvey based preference diasaggregation model”, Journal of Global Optimization Vol. 12(2), 175–195.

  Article  Google Scholar 

• Siskos, Y., Spyridakos, A. and Yannacopoulos, D. (1993a), “MINORA: A Multicriteria Decision Aiding System for Discrete Alternatives”, Journal of Information Science and Technology, in Siskos, Y and C. Zopounidis (eds), Special Issue on Multicriteria Decision Support Systems, Vol. 2(2), 136–149.

• Siskos, Y., Spyridakos, A. and Yannacopoulos, D. (1999), “Using artificial intelligent and visual techniques into preference disaggregation analysis: The MIIDAS system”, European Journal of Operational Research, Vol. 113, 236–246.

  Article  Google Scholar 

• Suret, J. M., Cormier, E. and Roy, J. (1990), “Système-Expert pour la Selection des Titres Boursiers”, Université Laval.

• Turban, E. and Aronson, E. J. (2001), “Decision Support Systems and Intelligent Systems”, Prentice Hall International, Inc.

• Zadeh, L. A. (1965), “Fuzzy sets”, Information and Control, Vol. 8(3), 338–353.

  Article  Google Scholar 

• Zopounidis C., Matsatsinis, N. F. and Doumpos, M. (1996), “Developing a multicriteria knowledge-based decision support system for the assessment of corporate performance and viability: The FINEVA system”, Fuzzy Economic Review 1/2, 35–53.

  Google Scholar 

• Zopounidis, C. and Doumpos, M. (2000), “INVESTOR: A decision support system based on multiple criteria for portfolio selection and composition”, in A. Colorni, M. Paruccini and B. Roy (eds.), 25th Anniversary of the European Working Group “Multicriteria Aid for Decisions”, Euro-Report.

Download references