DC FieldValueLanguage
dc.contributor.authorLoukeris, Nikolaos-
dc.date.accessioned2024-04-22T13:09:12Z-
dc.date.available2024-04-22T13:09:12Z-
dc.date.issued2023-07-01-
dc.identifierscopus-85182729187-
dc.identifier.isbn9798350337594-
dc.identifier.other85182729187-
dc.identifier.urihttps://uniwacris.uniwa.gr/handle/3000/2208-
dc.description.abstractThree 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.en_US
dc.language.isoenen_US
dc.relation.ispartofConference Proceedings of the 27th International Conference on Circuits, Systems, Communications and Computers (CSCC 2023)en_US
dc.subjectChaotic dynamicsen_US
dc.subjectEntropyen_US
dc.subjectGeneralised feed forward networksen_US
dc.subjectGenetic algorithmsen_US
dc.subjectJordan-Elaman networksen_US
dc.subjectModular networksen_US
dc.subjectPortfolio optimizationen_US
dc.subjectStochastic differential equationsen_US
dc.subjectTsallis statisticsen_US
dc.titleThe Evolving Returns Integrated System - ERISen_US
dc.typeConference Paperen_US
dc.relation.conference27th International Conference on Circuits, Systems, Communications and Computers (CSCC 2023), 19-22 July 2023, Rhodes Island, Greeceen_US
dc.identifier.doi10.1109/CSCC58962.2023.00016en_US
dc.identifier.scopus2-s2.0-85182729187-
dcterms.accessRights0en_US
dc.relation.deptDepartment of Business Administrationen_US
dc.relation.facultySchool of Administrative, Economics and Social Sciencesen_US
dc.identifier.spage48en_US
dc.identifier.epage53en_US
dc.collaborationUniversity of West Attica (UNIWA)en_US
dc.journalsSubscriptionen_US
dc.publicationPeer Revieweden_US
dc.countryGreeceen_US
local.metadatastatusnot verifieden_US
item.cerifentitytypePublications-
item.languageiso639-1en-
item.openairetypeConference Paper-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextNo Fulltext-
item.grantfulltextnone-
crisitem.author.deptDepartment of Business Administration-
crisitem.author.facultySchool of Administrative, Economics and Social Sciences-
crisitem.author.orcid0000-0002-1891-8245-
crisitem.author.parentorgSchool of Administrative, Economics and Social Sciences-
Appears in Collections:Book Chapter / Κεφάλαιο Βιβλίου
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