| Authors: | Loukeris, Nikolaos |
| Issue Date: | 1-Jul-2023 |
| Conference: | 27th International Conference on Circuits, Systems, Communications and Computers (CSCC 2023), 19-22 July 2023, Rhodes Island, Greece |
| Book: | Conference Proceedings of the 27th International Conference on Circuits, Systems, Communications and Computers (CSCC 2023) |
| Keywords: | Chaotic dynamics, Entropy, Generalised feed forward networks, Genetic algorithms, Jordan-Elaman networks, Modular networks, Portfolio optimization, Stochastic differential equations, Tsallis statistics |
| Abstract: | Three Neuro-Genetic Hybrids are examined to resolve various issues of the modern portfolio theory: i) the investor behavior, ii) the depiction of behavior in the stochastic differential equations to describe the price efficiently under the new trends of Chaotic Dynamics by Tsallis Statistics on entropy into Fractal Market Hypothesis, iii) the selection of the optimal classifier between 22 Modular, 22 Jordan-Elman and 22 Generalised FeedForward hybrid models to optimize investment portfolia. |
| ISBN: | 9798350337594 |
| DOI: | 10.1109/CSCC58962.2023.00016 |
| URI: | https://uniwacris.uniwa.gr/handle/3000/2208 |
| Type: | Conference Paper |
| Department: | Department of Business Administration |
| School: | School of Administrative, Economics and Social Sciences |
| Affiliation: | University of West Attica (UNIWA) |
| Appears in Collections: | Book Chapter / Κεφάλαιο Βιβλίου |
CORE Recommender
SCOPUSTM
Citations
1
checked on Nov 3, 2024
Page view(s)
30
checked on Nov 5, 2024
Google ScholarTM
Check
Altmetric
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.