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IJIET 2014 Vol.4(4): 328-331 ISSN: 2010-3689
DOI: 10.7763/IJIET.2014.V4.423

The Decision Support System for Hierarchical Portfolio Management

Pradit Songsangyos

Abstract—Securities investment in the capital market is one of the key factors in the socialism economic system.In order to optimize the return on investment, investors will build portfolio of their securities. The decision support system is intentionally developed for investment to select the securities in the Thai stock market, from a properly diversified stock portfolio, by using multi-criteria decision making technique. The hierarchical methods like AHP make complex decisions become easy make it easy in multi-criteria chosen. The system lets the user to create a rating for each criterion, calculates a relative weight to each criterion and then ranks securities listed on the stock market. Finally, the top rank security are collected to the portfolio. For further study, a decision support system for the capital investment planning and analysis to resolve, how much securities, bonds, gold, properties, and cash in hand needed to be invested, will be developed.

Index Terms—AHP, decision support system, portfolio management, multi-criteria selection.

P. Songsangyos is with the Computer Science Department, Rajamangala University of Technology Suvarnabhumi, Pranakhonsiayutthaya, Thailand (e-mail: spradit@rmutsb.ac.th).


Cite: Pradit Songsangyos, "The Decision Support System for Hierarchical Portfolio Management," International Journal of Information and Education Technology vol. 4, no. 4, pp. 328-331, 2014.

General Information

  • ISSN: 2010-3689 (Online)
  • Abbreviated Title: Int. J. Inf. Educ. Technol.
  • Frequency: Monthly
  • DOI: 10.18178/IJIET
  • Editor-in-Chief: Prof. Dr. Steve Thatcher
  • Executive Editor: Ms. Nancy Y. Liu
  • Abstracting/ Indexing: Scopus (CiteScore 2022: 2.0), INSPEC (IET), UGC-CARE List (India), CNKI, EBSCO, Google Scholar
  • E-mail: ijiet@ejournal.net


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