An Intelligent System for Automated Share Evaluation using Graph Neural Networks and Semantic Bayesian Networks
Portfolio management is a decision-making process that aims to minimise risk and maximise return through the proportional allocation of capital into identified financial securities or shares.
The initial share evaluation phase involves identifying shares with suitable risk-return characteristics for inclusion in an investment portfolio.
Stock markets are complex, dynamic systems, and share evaluation ordinarily requires manual analysis and expert domain knowledge on the part of the decision-maker.
The literature investigating portfolio management sub-tasks: share evaluation and portfolio selection, using Artificial Intelligence techniques, are black-box and provide minimal decision support to users.
INVEST is a semantic Bayesian network-based intelligent decision support system framework for share evaluation on the Johannesburg Stock Exchange, but has yet to be implemented and empirically evaluated.
Spatial-temporal graph neural network (ST-GNN) applications to stock market prediction have yet to be tested, for which the forecasts can act as a proxy for share evaluation.
Semantic Bayesian networks are a class of Artificial Intelligence techniques that support explainability in intelligent systems. This research implements and evaluates the INVEST intelligent decision support system and several extensions under various conditions for Johannesburg Stock Exchange-listed share evaluation.
Spatial-temporal graph neural networks are models that process graphically-encoded multivariate data exhibiting both spatial and temporal dependencies. This research evaluates ST-GNN architectures for Johannesburg Stock Exchange price prediction, and assesses the suitability of a correlation matrix to capture market dependencies and encode structural information.
View and download resources related to COGSPMS
Insaaf Dhansay
An Intelligent System for Automated
Portfolio Management using Semantic Bayesian Networks
Kialan Pillay
Investigating the Application of
Graph Neural Networks in an Intelligent System for Automated
Portfolio Management
Insaaf Dhansay & Kialan Pillay
An Intelligent
System for Automated Portfolio Management using Graph Neural
Networks and Semantic Bayesian Networks
Insaaf Dhansay & Kialan Pillay
An Intelligent
System for Automated Share Evaluation using Graph Neural
Networks and Semantic Bayesian Networks
Insaaf Dhansay
INVEST: An Intelligent System for
Automated Share Evaluation using Semantic Bayesian Networks
Kialan Pillay
Investigating the Application
of Graph Neural Networks to Stock Market Prediction
Rachel Drake
A semantic Bayesian network for
automated share evaluation on the JSE