SINVLIO: Using semantics and fuzzy logic to provide individual investment portfolio recommendations Articles uri icon

publication date

  • March 2012

start page

  • 103

end page

  • 118

volume

  • 27

international standard serial number (ISSN)

  • 0950-7051

electronic international standard serial number (EISSN)

  • 1872-7409

abstract

  • Portfolio selection addresses the problem of how to diversify investments in the most efficient and profitable way possible. Portfolio selection is a field of study that has been broached from several perspectives, including, among others, recommender systems. This paper presents SINVLIO (Semantic INVestment portfoLIO), a tool based on semantic technologies and fuzzy logic techniques that recommends investments grounded in both psychological aspects of the investor and traditional financial parameters of the investments. The results are very encouraging and reveal that SINVLIO makes good recommendations, according to the high degree of agreement between SINVLIO and expert recommendations.

keywords

  • semantic technologies; fuzzy logic; recommender systems; investment portfolio; portfolio selection