Abstract
Portfolio selection represents a challenge where investors look for the best firms of the market to be selected. This research presents a real world application at the Mexican Stock Exchange (La Bolsa) using a set of heuristic algorithms for portfolio selection. The heuristic algorithms (random, genetic, greedy, hill-climbing and simulated annealing) were implemented based on the Markowitz Model where the investor can select the size of the portfolio as well as the expected return. © Springer-Verlag 2003.
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CITATION STYLE
Coutino-Gomez, C. A., Torres-Jimenez, J., & Villarreal-Antelo, B. M. (2004). Heuristic methods for portfolio selection at the mexican stock exchange. Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 2690, 919–923. https://doi.org/10.1007/978-3-540-45080-1_130
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