DC FieldValueLanguage
dc.contributor.authorLoukeris, Nikolaos-
dc.date.accessioned2024-04-22T13:14:22Z-
dc.date.available2024-04-22T13:14:22Z-
dc.date.issued2021-10-01-
dc.identifierscopus-85124664921-
dc.identifier.isbn9781665416566-
dc.identifier.other85124664921-
dc.identifier.urihttps://uniwacris.uniwa.gr/handle/3000/2209-
dc.description.abstractThe Evolving Returns optimisation System EROS is created in a novel form to address multiple aspects of the modern portfolio theory: i) the investor behavior, ii) the incorporation of the behavior to the stochastic differential equations to describe the price efficiently under the new trends of Chaotic Dynamics described by Tsallis Statistics on entropy in the frame of Fractal Market Hypothesis, iii) the selection of the optimal classifier between 60 Self Organized Features Maps and 70 Generalized Feed Forward models of plain and hybrid form and v) the production of the integrated model EROS to perform financial intelligence allocating optimal portfolia.en_US
dc.language.isoenen_US
dc.publisherIEEEen_US
dc.relation.ispartof2021 International Conference on Data Analytics for Business and Industry (ICDABI)en_US
dc.subjectChaotic dynamicsen_US
dc.subjectGeneralized feed forwarden_US
dc.subjectGenetic algorithmsen_US
dc.subjectPortfolio optimizationen_US
dc.subjectStochastic differential equationsen_US
dc.subjectSupport vector machinesen_US
dc.subjectTsallis statisticsen_US
dc.titleThe Evolving Returns Optimisation System, Erosen_US
dc.typeConference Paperen_US
dc.relation.conference2021 International Conference on Data Analytics for Business and Industry (ICDABI), 25-26 October 2021en_US
dc.identifier.doi10.1109/ICDABI53623.2021.9655962en_US
dc.identifier.scopus2-s2.0-85124664921-
dcterms.accessRights0en_US
dc.relation.deptDepartment of Business Administrationen_US
dc.relation.facultySchool of Administrative, Economics and Social Sciencesen_US
dc.identifier.spage348en_US
dc.identifier.epage353en_US
dc.collaborationUniversity of West Attica (UNIWA)en_US
dc.journalsSubscriptionen_US
dc.publicationPeer Revieweden_US
dc.countryGreeceen_US
local.metadatastatusverifieden_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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