Authors: | Loukeris, Nikolaos Eleftheriadis, Iordanis Bekiros, Stelios |
Issue Date: | 1-Jan-2017 |
Journal: | Critical Finance Review |
Volume: | 4 |
Issue: | 2 |
Keywords: | Behavioral decision making, Computational problems, Financial econometrics, Financial markets, Financial markets, Portfolio theory, Genetic evolution, Information systems economics, Trading systems, Support vector machines, Utility preference |
Abstract: | We incorporate advanced higher moments of individual or institutional investors in a new approach dealing with the portfolio selection problem, formulated under a multi-criteria optimization framework. The "integrated portfolio intelligence" model extracts hidden patterns out of company fundamental indices and filters out effects such as trader noise or fraud utilizing advanced big data machine le... |
ISSN: | 2164-5760 2164-5744 |
DOI: | 10.1561/105.00000060 |
URI: | https://uniwacris.uniwa.gr/handle/3000/2194 |
Type: | Article |
Department: | Department of Business Administration |
School: | School of Administrative, Economics and Social Sciences |
Affiliation: | University of West Attica (UNIWA) |
Appears in Collections: | Articles / Άρθρα |
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