| Authors: | Loukeris, Nikolaos Eleftheriadis, Iordanis |
| Issue Date: | 8-Jun-2017 |
| Journal: | Corporate Ownership and Control |
| Volume: | 14 |
| Issue: | 4 |
| Keywords: | Isoelastic Utility finction, Higher moments, Recurrent neural networks, Time-Lag recurrent neural networks, Jordan Elman neural networks, MLP, Hybrid networks, Genetic algorithms, Portfolio optimization |
| 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 Evolutional Portfolio Intelligent Complex Optimization (EPICO) 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. |
| ISSN: | 1727-9232 1810-3057 |
| URL: | https://pdfs.semanticscholar.org/ffed/3a3ad3ba6637cb4b03bf940fc1ae36897ed2.pdf |
| URI: | https://uniwacris.uniwa.gr/handle/3000/2224 |
| 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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