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Web based portfolio optimization

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CompSysTech '09: Proceedings of the International Conference on Computer Systems and Technologies and Workshop for PhD Students in Computing

Article No.: 36, Pages 1 - 6

https://doi.org/10.1145/1731740.1731780

Published: 18 June 2009 Publication History

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Abstract

The portfolio optimization is implemented as e-service through Internet. Four-tier client-server model of WAN-based information system is designed satisfying the intersection of several domains: financial investments, optimization theory and information technologies.

References

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Avradinis N et al. (2004) Network-based Architectures for Intelligent Virtual Environment. The NAÏVE case. WSEAS Transactions on Information Sciences&Applications, issue2, vol 1.

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Ivanova ZI, K. Stoilova, T. Stoilov (2003) Systems and algorithmic models of information services in Internet. J. Automatics and Informatics 3: 13--18.

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Ivanova ZI, K. Stoilova, T. Stoilov (2005) Portfolio optimization -- information service in Internet. Editorial house of Bulgarian Academy of Sciences "M.Drinov", Sofia, ISBN 954-322-021-2, 275 (in Bulgarian).

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Kroupa T, P. Berka (2002) WISECON: The Intelligent support for e-commerce, Proc. of IEEE Symp. on Intelligent Systems, Varna, Bulgaria, pp 210--214.

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Lu J., D. Ruan and G. Zhang (Eds.), (2007). E-Service Intelligence. Methodologies, Technologies and Applications. Springer-Verlag Berlin Heidelberg.

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Preston D (2000) Basic Client Server Architecture Overview, Management Science Information System, Amir Dabirian.

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Reitano A, F. Maio, S. Seminara (2005) Proceedings of the Int. Conf. on Computer, Systems and Technologies, pp II.7.1--II.7.7.

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Rosenfeld L, P. Morville (1998) Information Architecture for the World Wide Web, O'Reilly & Associates.

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Sharpe, W. (2000) Portfolio Theory and Capital Markets. McGraw -- Hill New York London Tokyo.

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Index Terms

Web based portfolio optimization
1. Applied computing
  1. Enterprise computing
2. Information systems

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Published In

CompSysTech '09: Proceedings of the International Conference on Computer Systems and Technologies and Workshop for PhD Students in Computing

June 2009

653 pages

ISBN:9781605589862

DOI:10.1145/1731740

Editors:
Boris Rachev
Technical University of Varna, Bulgaria
,
Angel Smrikarov
University of Ruse, Bulgaria

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 18 June 2009

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Bulgarian National Science Fund

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CompSysTech '09

CompSysTech '09: Proceedings of the 10th International Conference on Computer Systems and Technologies and Workshop for PhD Students in Computing

June 18 - 19, 2009

Ruse, Bulgaria

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Overall Acceptance Rate 241 of 492 submissions, 49%

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Bacterial foraging based approaches to portfolio optimization with liquidity risk

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