Further Higher Moments in Portfolio Selection and A Priori Detection of Bankruptcy, Under Multi‐layer Perceptron Neural Networks, Hybrid Neuro‐genetic MLPs …
Authors: Loukeris, Nikolaos 
Eleftheriadis, Iordanis 
Issue Date: 1-Sep-2015
Journal: Journal of International Finance and Economics 
Volume: 20
Issue: 4
Abstract: 
A novel approach on the portfolio selection theory is given with regard to advanced utility performance that incorporates more accurate investor patterns up to the fifth moment. Bankruptcy detection, a priori, on an investment portfolio of stocks is a significant process that can eliminate potential losses. Even in case of corporate fraud, efficient funds can maximize their net present value by reforming the assets. Multi‐layer perceptron neural networks are compared with hybrids of neuro‐genetic multi‐layer perceptrons and the voted‐perceptron algorithm to define the most efficient classification method into the perceptrons family, implementing extensive network topologies.
ISSN: 1099-1158
1076-9307
URI: https://uniwacris.uniwa.gr/handle/3000/2198
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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