| Authors: | Loukeris, Nikolaos Maltoudoglou, Lysimachos Boutalis, Yannis Arampatzis, Avi Livanis, Efstratios |
| Issue Date: | 20-Jan-2016 |
| Conference: | 6th International Conference on Information, Intelligence, Systems and Applications (IISA), 6-8 July 2015, Corfu, Greece |
| Book: | Proceedings of the 6th International Conference on Information, Intelligence, Systems and Applications (IISA) |
| Keywords: | Financial analysis, Genetic algorithms, Integrated systems, Nonlinear regressions, SVM & RBF neural networks |
| Abstract: | We introduce a new methodology, that incorporates advanced higher moments evaluation in a new approach of the Portfolio Selection problem, supported by effective Computational Intelligence models. The Portfolio Intelligence (PI) model extracts hidden patterns out of the numerous accounting data and financial statements filtering misguiding effects such as noise or fraud, offering an optimal portfolio selection method. |
| ISBN: | 9781467393119 |
| DOI: | 10.1109/IISA.2015.7388004 |
| URI: | https://uniwacris.uniwa.gr/handle/3000/2222 |
| 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 |
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