{"id":"https://openalex.org/W7127554247","doi":null,"title":"Optimizaci\u00f3n de carteras de inversi\u00f3n con redes neuronales y algoritmos gen\u00e9ticos","display_name":"Optimizaci\u00f3n de carteras de inversi\u00f3n con redes neuronales y algoritmos gen\u00e9ticos","publication_year":2025,"publication_date":"2025-01-01","ids":{"openalex":"https://openalex.org/W7127554247"},"language":"es","primary_location":{"id":"pmh:oai:upcommons.upc.edu:2117/461854","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/2117/461854","pdf_url":"https://upcommons.upc.edu/bitstreams/ddeb3cab-2d45-45b8-a96c-0a48492ccf68/download","source":{"id":"https://openalex.org/S4377196262","display_name":"UPCommons institutional repository (Universitat Polit\u00e8cnica de Catalunya)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I9617848","host_organization_name":"Universitat Polit\u00e8cnica de Catalunya","host_organization_lineage":["https://openalex.org/I9617848"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Bachelor thesis"},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://upcommons.upc.edu/bitstreams/ddeb3cab-2d45-45b8-a96c-0a48492ccf68/download","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5124887433","display_name":"Jan Galiot P\u00e9rez","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Galiot P\u00e9rez, Jan","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5124887433"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9082000255584717,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9082000255584717,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.07280000299215317,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.0026000000070780516,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"portfolio optimization","score":0.9580000042915344},{"id":"https://openalex.org/keywords/recurrent-neural-networks","display_name":"recurrent neural networks","score":0.9160000085830688},{"id":"https://openalex.org/keywords/long-short-term-memory","display_name":"long short-term memory","score":0.8339999914169312},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"genetic algorithm","score":0.968999981880188},{"id":"https://openalex.org/keywords/nsga-ii","display_name":"NSGA-II","score":0.9480000138282776},{"id":"https://openalex.org/keywords/markowitz-mean-variance-model","display_name":"Markowitz mean-variance model","score":0.9390000104904175},{"id":"https://openalex.org/keywords/sharpe-ratio","display_name":"Sharpe ratio","score":0.7369999885559082},{"id":"https://openalex.org/keywords/ibex-35","display_name":"IBEX 35","score":0.9369999766349792},{"id":"https://openalex.org/keywords/stock-prices","display_name":"stock prices","score":0.5730000138282776}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6014999747276306},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.42890000343322754},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.3594000041484833},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.2957000136375427},{"id":"https://openalex.org/C58328972","wikidata":"https://www.wikidata.org/wiki/Q184609","display_name":"Expert system","level":2,"score":0.2694000005722046},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.2468000054359436},{"id":"https://openalex.org/C9652623","wikidata":"https://www.wikidata.org/wiki/Q190109","display_name":"Field (mathematics)","level":2,"score":0.24549999833106995},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.2321999967098236},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.22789999842643738},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.2175000011920929}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:upcommons.upc.edu:2117/461854","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/2117/461854","pdf_url":"https://upcommons.upc.edu/bitstreams/ddeb3cab-2d45-45b8-a96c-0a48492ccf68/download","source":{"id":"https://openalex.org/S4377196262","display_name":"UPCommons institutional repository (Universitat Polit\u00e8cnica de Catalunya)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I9617848","host_organization_name":"Universitat Polit\u00e8cnica de Catalunya","host_organization_lineage":["https://openalex.org/I9617848"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Bachelor thesis"},{"id":"pmh:oai:diposit.ub.edu:2445/226577","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/2445/226577","pdf_url":null,"source":{"id":"https://openalex.org/S4306401653","display_name":"Dip\u00f2sit Digital de la Universitat de Barcelona (Universitat de Barcelona)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I71999127","host_organization_name":"Universitat de Barcelona","host_organization_lineage":["https://openalex.org/I71999127"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Treballs Finals de Grau (TFG) - Estad\u00edstica UB-UPC","raw_type":"info:eu-repo/semantics/bachelorThesis"}],"best_oa_location":{"id":"pmh:oai:upcommons.upc.edu:2117/461854","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/2117/461854","pdf_url":"https://upcommons.upc.edu/bitstreams/ddeb3cab-2d45-45b8-a96c-0a48492ccf68/download","source":{"id":"https://openalex.org/S4377196262","display_name":"UPCommons institutional repository (Universitat Polit\u00e8cnica de Catalunya)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I9617848","host_organization_name":"Universitat Polit\u00e8cnica de Catalunya","host_organization_lineage":["https://openalex.org/I9617848"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Bachelor thesis"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7127554247.pdf","grobid_xml":"https://content.openalex.org/works/W7127554247.grobid-xml"},"referenced_works_count":8,"referenced_works":["https://openalex.org/W1553373771","https://openalex.org/W1995341919","https://openalex.org/W2040870580","https://openalex.org/W2042517615","https://openalex.org/W2153580489","https://openalex.org/W2162397932","https://openalex.org/W2734777338","https://openalex.org/W4248301019"],"related_works":["https://openalex.org/W7014393957","https://openalex.org/W7061176345","https://openalex.org/W7214418111","https://openalex.org/W3005550767","https://openalex.org/W7218816597","https://openalex.org/W7023726438","https://openalex.org/W7131126267","https://openalex.org/W2978909472","https://openalex.org/W2805426453","https://openalex.org/W7214686204"],"abstract_inverted_index":{"La":[0],"motivaci\u00f3n":[1],"principal":[2,92],"de":[3,7,40,59,61,79,83,95,101,118,123,142,149,172,177,196,212],"este":[4],"estudio":[5],"nace":[6],"la":[8,57,146,153],"curiosidad":[9],"personal":[10],"por":[11],"aplicar":[12],"los":[13,68,80,84,199],"conocimientos":[14],"adquiridos":[15],"durante":[16],"mi":[17],"formaci\u00f3n":[18],"acad\u00e9mica":[19],"en":[20,98,114,145,189,209],"el":[21,73,88,91,116,132,139,168,175],"complejo":[22],"\u00e1mbito":[23],"del":[24,170],"mercado":[25],"financiero,":[26],"un":[27,107],"entorno":[28],"que":[29,66,86,161],"ofrece":[30],"una":[31],"oportunidad":[32],"para":[33,105,151,185],"integrar":[34],"herramientas":[35],"cuantitativas":[36],"avanzadas":[37],"con":[38,138],"estrategias":[39],"inversi\u00f3n.":[41],"Este":[42],"inter\u00e9s":[43],"me":[44],"llev\u00f3":[45],"a":[46,55],"explorar":[47],"c\u00f3mo":[48],"las":[49,119,163,181],"t\u00e9cnicas":[50],"computacionales":[51],"modernas":[52],"pueden":[53],"contribuir":[54],"mejorar":[56],"optimizaci\u00f3n":[58],"carteras":[60,164],"inversi\u00f3n,":[62],"buscando":[63],"enfoques":[64],"innovadores":[65],"superen":[67],"m\u00e9todos":[69],"tradicionales.":[70],"Para":[71],"realizar":[72],"estudio,":[74],"se":[75,112],"emplearon":[76],"datos":[77,190],"hist\u00f3ricos":[78],"precios":[81],"semanales":[82],"activos":[85],"componen":[87],"IBEX":[89],"35,":[90],"\u00edndice":[93,171],"burs\u00e1til":[94],"Espa\u00f1a,":[96],"organizados":[97],"per\u00edodos":[99],"diferenciados":[100],"entrenamiento":[102],"y":[103,128,206],"prueba":[104],"garantizar":[106],"an\u00e1lisis":[108],"robusto.":[109],"El":[110],"trabajo":[111],"centr\u00f3":[113],"comparar":[115],"desempe\u00f1o":[117],"redes":[120,182],"neuronales":[121,183],"recurrentes":[122],"tipo":[124],"Long":[125],"Short-Term":[126],"Memory":[127],"algoritmos":[129],"gen\u00e9ticos":[130],"como":[131],"Non-dominated":[133],"Sorting":[134],"Genetic":[135],"Algoritmo":[136],"II,":[137],"modelo":[140],"cl\u00e1sico":[141],"Markowitz,":[143],"basado":[144],"teor\u00eda":[147],"moderna":[148],"carteras,":[150],"maximizar":[152],"rentabilidad":[154],"ajustada":[155],"al":[156,203],"riesgo.":[157],"Los":[158],"resultados":[159,200],"muestran":[160],"todas":[162],"optimizadas":[165],"superan":[166],"ampliamente":[167],"rendimiento":[169],"referencia,":[173],"destacando":[174],"potencial":[176],"estas":[178],"t\u00e9cnicas,":[179],"especialmente":[180],"recurrentes,":[184],"modelar":[186],"relaciones":[187],"complejas":[188],"financieros.":[191],"Esto":[192],"abre":[193],"nuevas":[194],"l\u00edneas":[195],"investigaci\u00f3n,":[197],"aunque":[198],"est\u00e1n":[201],"limitados":[202],"per\u00edodo":[204],"analizado":[205],"podr\u00edan":[207],"variar":[208],"diferentes":[210],"condiciones":[211],"mercado.":[213]},"counts_by_year":[],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2026-02-04T00:00:00"}