Proceedings of the International Conference on Transformations and Innovations in Management (ICTIM 2017)

An Artificial Intelligence Application in Portfolio Management

Authors
Xiaoqiang Zhang, Ying Chen
Corresponding Author
Xiaoqiang Zhang
Available Online September 2017.
DOI
https://doi.org/10.2991/ictim-17.2017.60How to use a DOI?
Keywords
Artificial intelligence, spectral clustering, application, finance
Abstract

Artificial intelligence (AI) aims to supplement and even substitute for practically all tasks currently performed by humans. Under the drive of external forces and technological advances, AI is used in various domains. Among these, AI applications in finance is facing a promising future. This paper reviews AI applications in different areas, especially in financial industry and points out the core techniques and specific scenes. This paper also takes the AI application in portfolio management as an example, construct a portfolio based on spectral clustering (SC) connected to stock complex network. The portfolio constructed by AI techniques in this example proves to outperform its traditional counterparts.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

Volume Title
Proceedings of the International Conference on Transformations and Innovations in Management (ICTIM 2017)
Series
Advances in Economics, Business and Management Research
Publication Date
September 2017
ISBN
978-94-6252-405-7
ISSN
2352-5428
DOI
https://doi.org/10.2991/ictim-17.2017.60How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Xiaoqiang Zhang
AU  - Ying Chen
PY  - 2017/09
DA  - 2017/09
TI  - An Artificial Intelligence Application in Portfolio Management
BT  - Proceedings of the International Conference on Transformations and Innovations in Management (ICTIM 2017)
PB  - Atlantis Press
SP  - 775
EP  - 793
SN  - 2352-5428
UR  - https://doi.org/10.2991/ictim-17.2017.60
DO  - https://doi.org/10.2991/ictim-17.2017.60
ID  - Zhang2017/09
ER  -