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  2. Volume 7, Issue 2
  3. Authors

Online ISSN: 2515-8260

Volume7, Issue2

A Brief Study on the application of SVM Algorithm for Asset Price Prediction and Portfolio Optimization with respect to Risk and Return

    Sabarinathan . A. Muhammad Raheel Basha J. Dinesh U. Thilak R. Muruganandham S. Vanitha

European Journal of Molecular & Clinical Medicine, 2020, Volume 7, Issue 2, Pages 4991-4997

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Abstract

Portfolio Optimization is to evolve models to compute an optimal proportion of capital for investing with respects to the assets in the portfolio. Portfolio optimization covers a wide range of financial assets, such as stocks, funds, bonds, commodities, currencies and loans, whereas similar concepts and ideas are also applicable to non-financial portfolios. Asset price prediction is an important challenge in portfolio optimization. This project utilizes Support Vector Machines, a Machine learning algorithm for asset price prediction. SVM is very accurate and gives better results compared to other techniques. This project is mainly concentrated on predicting asset price followed by portfolio optimization considering the risk and return associated with each and every asset using R programming.
Keywords:
    portfolio optimization Support vector machines Asset price prediction Risk and return analysis
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(2020). A Brief Study on the application of SVM Algorithm for Asset Price Prediction and Portfolio Optimization with respect to Risk and Return. European Journal of Molecular & Clinical Medicine, 7(2), 4991-4997.
Sabarinathan .; A. Muhammad Raheel Basha; J. Dinesh; U. Thilak; R. Muruganandham; S. Vanitha. "A Brief Study on the application of SVM Algorithm for Asset Price Prediction and Portfolio Optimization with respect to Risk and Return". European Journal of Molecular & Clinical Medicine, 7, 2, 2020, 4991-4997.
(2020). 'A Brief Study on the application of SVM Algorithm for Asset Price Prediction and Portfolio Optimization with respect to Risk and Return', European Journal of Molecular & Clinical Medicine, 7(2), pp. 4991-4997.
A Brief Study on the application of SVM Algorithm for Asset Price Prediction and Portfolio Optimization with respect to Risk and Return. European Journal of Molecular & Clinical Medicine, 2020; 7(2): 4991-4997.
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