Data Driven Desirability Function Approach Along with Response Surface Optimization Method to Maximize Stock Return

Stock market indexes are the state-of-the-art financial markets that the majority of people have been influenced by around the globe as well as have been used to gauge the economy of the country. S&P 500 is the 500 largest publicly traded companies in the North American region and the Financial Sector is the 3rd largest segment out of eleven segments in &P 500. Thus the main objective present study, we have develop a step-by-step method that identifies the actual values of the significantly contributing economic and financial indicators that will maximize the return of the Financial Sector of the S&P 500. Furthermore, we have obtained the confidence limit (bounds) of the actual and predicted WCP return with at least 95% accuracy. In addition, we presented a 2D and 3D visualization process that can convey important information in developing constructive and efficient investment strategies.