Session Portfolio Optimization
Chair Shu-Heng Chen
Co-Chair Uzay Kaymak

Forecasting Foreign Exchange Rates Using Support Vector Regression – An Empirical Evaluation of Mean Reversion Using Bollinger Bands
Farhad Bahramy and Sven F. Crone

Optimal Portfolio for a Robust Financial System
Yoshiharu Maeno, Satoshi Morinaga, Kenji Nishiguchi and Hirokazu Matsushima

DynOpt: Incorporating Dynamics into Mean-Variance Portfolio Optimization
Marco Signoretto and Johan A. K. Suykens

Multi-Objective Evolutionary Algorithm for Multi-Project and Multi-Term Portfolio Problem
Yuan Zhou, Hailin Liu and Wenqin Chen

Portfolio Optimization Using Improved Artificial Bee Colony Approach
Angela H. L. Chen, Yun-Chia Liang and Chia-Chien Liu