Bitte benutzen Sie diese Kennung, um auf die Ressource zu verweisen:
https://doi.org/10.21256/zhaw-30520| Publikationstyp: | Beitrag in wissenschaftlicher Zeitschrift |
| Art der Begutachtung: | Peer review (Publikation) |
| Titel: | Enhancing portfolio management using artificial intelligence : literature review |
| Autor/-in: | Sutiene, Kristina Schwendner, Peter Sipos, Ciprian Lorenzo, Luis Mirchev, Miroslav Lameski, Petre Kabasinskas, Audrius Tidjani, Chemseddine Ozturkkal, Belma Cerneviciene, Jurgita |
| et. al: | No |
| DOI: | 10.3389/frai.2024.1371502 10.21256/zhaw-30520 |
| Erschienen in: | Frontiers in Artificial Intelligence |
| Band(Heft): | 7 |
| Heft: | 1371502 |
| Erscheinungsdatum: | 8-Apr-2024 |
| Verlag / Hrsg. Institution: | Frontiers Research Foundation |
| ISSN: | 2624-8212 |
| Sprache: | Englisch |
| Schlagwörter: | Portfolio; Asset allocation; Artificial intelligence; Machine learning; Optimization; Rebalancing; Explainability; Regulation |
| Fachgebiet (DDC): | 006: Spezielle Computerverfahren 332.6: Investition |
| Zusammenfassung: | Building an investment portfolio is a problem that numerous researchers have addressed for many years. The key goal has always been to balance risk and reward by optimally allocating assets such as stocks, bonds, and cash. In general, the portfolio management process is based on three steps: planning, execution, and feedback, each of which has its objectives and methods to be employed. Starting from Markowitz's mean-variance portfolio theory, different frameworks have been widely accepted, which considerably renewed how asset allocation is being solved. Recent advances in artificial intelligence provide methodological and technological capabilities to solve highly complex problems, and investment portfolio is no exception. For this reason, the paper reviews the current state-of-the-art approaches by answering the core question of how artificial intelligence is transforming portfolio management steps. Moreover, as the use of artificial intelligence in finance is challenged by transparency, fairness and explainability requirements, the case study of post-hoc explanations for asset allocation is demonstrated. Finally, we discuss recent regulatory developments in the European investment business and highlight specific aspects of this business where explainable artificial intelligence could advance transparency of the investment process. |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/30520 |
| Volltext Version: | Publizierte Version |
| Lizenz (gemäss Verlagsvertrag): | CC BY 4.0: Namensnennung 4.0 International |
| Departement: | School of Management and Law |
| Organisationseinheit: | Institut für Wealth & Asset Management (IWA) |
| Enthalten in den Sammlungen: | Publikationen School of Management and Law |
Dateien zu dieser Ressource:
| Datei | Beschreibung | Größe | Format | |
|---|---|---|---|---|
| 2024_Sutiene-etal_Enhancing-portfolio-management-artificial-intelligence_frai.pdf | 1.74 MB | Adobe PDF |  Öffnen/Anzeigen |
Zur Langanzeige
Sutiene, K., Schwendner, P., Sipos, C., Lorenzo, L., Mirchev, M., Lameski, P., Kabasinskas, A., Tidjani, C., Ozturkkal, B., & Cerneviciene, J. (2024). Enhancing portfolio management using artificial intelligence : literature review. Frontiers in Artificial Intelligence, 7(1371502). https://doi.org/10.3389/frai.2024.1371502
Sutiene, K. et al. (2024) ‘Enhancing portfolio management using artificial intelligence : literature review’, Frontiers in Artificial Intelligence, 7(1371502). Available at: https://doi.org/10.3389/frai.2024.1371502.
K. Sutiene et al., “Enhancing portfolio management using artificial intelligence : literature review,” Frontiers in Artificial Intelligence, vol. 7, no. 1371502, Apr. 2024, doi: 10.3389/frai.2024.1371502.
SUTIENE, Kristina, Peter SCHWENDNER, Ciprian SIPOS, Luis LORENZO, Miroslav MIRCHEV, Petre LAMESKI, Audrius KABASINSKAS, Chemseddine TIDJANI, Belma OZTURKKAL und Jurgita CERNEVICIENE, 2024. Enhancing portfolio management using artificial intelligence : literature review. Frontiers in Artificial Intelligence. 8 April 2024. Bd. 7, Nr. 1371502. DOI 10.3389/frai.2024.1371502
Sutiene, Kristina, Peter Schwendner, Ciprian Sipos, Luis Lorenzo, Miroslav Mirchev, Petre Lameski, Audrius Kabasinskas, Chemseddine Tidjani, Belma Ozturkkal, and Jurgita Cerneviciene. 2024. “Enhancing Portfolio Management Using Artificial Intelligence : Literature Review.” Frontiers in Artificial Intelligence 7 (1371502). https://doi.org/10.3389/frai.2024.1371502.
Sutiene, Kristina, et al. “Enhancing Portfolio Management Using Artificial Intelligence : Literature Review.” Frontiers in Artificial Intelligence, vol. 7, no. 1371502, Apr. 2024, https://doi.org/10.3389/frai.2024.1371502.
Alle Ressourcen in diesem Repository sind urheberrechtlich geschützt, soweit nicht anderweitig angezeigt.