Stock Portfolios Negotiations Using a Put-Heuristic Hybrid of the Dispersed Search, Simulated, and Search Taboo

Abstract

This document shows a methodology to conform stock portfolios. It depicts the technique used to infer prices starting from a process of preselection through a basic analysis followed by a technic analysis, after this, the prices are projected waited with the simulation of Monte Carlo for every stock, taking four possible prices for each one of the projected days, then it is proceeded the dynamic of negotiation with the matriz of projected prices of the shares of high stock-market, with the application of a hybrid heuristic goal formed by the heuristic-goal of simulated annealing, scatter search and tabu search, to determine the volume of every one of the stocks in the robust solution.