Solving Portfolio Optimization Problem for Long-term Stocks Investment using Ant Colony Optimization

被引:0
|
作者
Kamolsin, Chiranun [1 ]
Visutsak, Porawat [2 ]
机构
[1] Chaopraya Univ, Nakhon Sawan 60240, Thailand
[2] KMUTNB, Dept Comp & Informat Sci, Fac Appl Sci, Bangkok 10800, Thailand
关键词
portfolio; optimization; SET50; Ant Colony Optimization; Genetic Algorithm;
D O I
10.1145/3654522.3654587
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper investigates the application of data science techniques to address the critical challenge of retirement planning for Thai elders through long-term investment in SET50 stocks. With Thailand's rapidly aging population and rising healthcare costs, ensuring financial security during retirement is of paramount importance. Traditional fixed-income investments often struggle to keep pace with inflation, making the stock market a potentially attractive option for generating higher returns. However, navigating the complexities of the stock market can be daunting for retirees, especially those with limited financial expertise. This study proposes a data-driven approach using Ant Colony Optimization to optimize long-term investment portfolios for Thai elders within the SET50 index. This work also shows the cross validation among other optimization technique (Genetic Algorithm).
引用
收藏
页码:434 / 438
页数:5
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