Trading support system for portfolio construction using wisdom of artificial crowds and evolutionary computation

作者：

Highlights：

• Virtual Experts are used to develop crowd wisdom to outperform market indexes.

• Wisdom of Crowd is developed in an artificial framework for portfolio selection.

• Artificial Crowds are developed for Trading Support Systems.

• Community of Virtual Experts improve stock investment decisions.

摘要

•Virtual Experts are used to develop crowd wisdom to outperform market indexes.•Wisdom of Crowd is developed in an artificial framework for portfolio selection.•Artificial Crowds are developed for Trading Support Systems.•Community of Virtual Experts improve stock investment decisions.

论文关键词：Wisdom of artificial crowds,Evolutionary Computation,Portfolio selection,Trading support system,Virtual community

论文评审过程：Received 20 June 2020, Revised 22 December 2020, Accepted 23 March 2021, Available online 30 March 2021, Version of Record 8 April 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.114943