Daniele Giovanni Gioia
A decision support system for planning stock portfolios based on a two-stage itemset-based approach.
Rel. Luca Cagliero, Jacopo Fior. Politecnico di Torino, Corso di laurea magistrale in Ingegneria Matematica, 2020
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Abstract
Financial Technologies and Intelligent system have become established solutions to support decision making in stock market investments. Hitherto, fundamentals and technical analysis have been milestones for stock price forecasting. Hence they are often taken into account to refine the decision, but it is difficult to assert an analytical combination that is always right for every market or intent. Simultaneously, risk management could avoid torpedos or decisions that do not reflect the risk aversion of the manager, thus specific risk measures are usually consulted to reach robustness and reliability of a financial decision. An effective financial decision support tool should be able to combine the most advanced technological solutions with the experience of financial investors, represented into the knowledge of indicators, ratios and self-judgment in risk aversion.
This study aims to implement and analyze what could be a full decision support tool based on the above-mentioned guidelines by a two-stage approach
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