Self-organization types for autonomous investment portfolio

被引:0
|
作者
Marchev, Angel, Jr. [1 ]
Marchev, Angel [1 ]
机构
[1] Univ Natl & World Econ, Dept Management, Sofia, Bulgaria
关键词
autonomous investment portfolio; self-organization; investment process as a cybernetic system;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Following previous work this paper analyzes the portfolio investment process in the terms of a cybernetic system where the portfolio is the controlled system and the investor is the controlling system. As of now the financial markets have become very dynamic and complex environment which requires means of autonomy of the portfolio investment process relying on self-organization. The authors propose two types of implementation of self-organization for autonomous portfolio management - Type "A" has been already implemented in previous work, but it is compared to Type "B" which is the new contribution of this paper.
引用
收藏
页码:658 / 663
页数:6
相关论文
共 50 条
  • [21] SELF-ORGANIZATION IN ROTTERDAM
    ZEISEL, J
    GODSCHALK, D
    PLANNING AND ADMINISTRATION, 1981, 8 (02): : 111 - 113
  • [22] Graphenes and their self-organization
    Muellen, Klaus
    ABSTRACTS OF PAPERS OF THE AMERICAN CHEMICAL SOCIETY, 2014, 248
  • [23] Self-organization in Brains
    Cariani, Peter
    CONSTRUCTIVIST FOUNDATIONS, 2013, 9 (01): : 35 - 38
  • [24] Evolution and self-organization
    Weise, P
    JOURNAL OF INSTITUTIONAL AND THEORETICAL ECONOMICS-ZEITSCHRIFT FUR DIE GESAMTE STAATSWISSENSCHAFT, 1996, 152 (04): : 716 - 722
  • [25] Self-organization in SOIFET
    Dobrovolsky, VN
    Ishchuk, LV
    Ninidze, GK
    Pavljuk, SP
    Plichko, YO
    MICROELECTRONIC ENGINEERING, 2004, 72 (1-4) : 383 - 387
  • [26] The self-organization of cyberprotest
    Fuchs, C.
    Internet Society II: Advances in Education, Commerce & Governance, 2006, 36 : 275 - 295
  • [27] INSTITUTIONAL SELF-ORGANIZATION
    MARNEY, M
    POLICY SCIENCES, 1971, 2 (02) : 117 - 142
  • [28] Stochastic Self-organization
    Barfoot, Timothy D.
    D'Eleuterio, Gabriele M. T.
    COMPLEX SYSTEMS, 2005, 16 (02): : 95 - 121
  • [29] Self-organization with memory
    Tarasov, Vasily E.
    COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2019, 72 : 240 - 271
  • [30] Self-organization of proteins
    Rapis, EG
    PISMA V ZHURNAL TEKHNICHESKOI FIZIKI, 1995, 21 (09): : 13 - 20