DC FieldValueLanguage
dc.contributor.authorLoukeris, Nikolaos-
dc.contributor.authorEleftheriadis, Iordanis-
dc.contributor.authorBoutalis, Yannis-
dc.date.accessioned2024-04-23T11:46:47Z-
dc.date.available2024-04-23T11:46:47Z-
dc.date.issued2017-07-01-
dc.identifierscopus-85068237781-
dc.identifier.isbn9781601324603-
dc.identifier.other85068237781-
dc.identifier.urihttps://uniwacris.uniwa.gr/handle/3000/2231-
dc.description.abstractWe 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 Optimization System (EPOS) 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.en_US
dc.language.isoenen_US
dc.relation.ispartofProceedings of the 2017 International Conference on Artificial Intelligence : ICAI 2017en_US
dc.subjectHigher momentsen_US
dc.subjectHybrid networksen_US
dc.subjectIsoelastic utility functionen_US
dc.subjectJordan-Elman neural networksen_US
dc.subjectPortfolio optimizationen_US
dc.subjectRecurrent neural networksen_US
dc.subjectTime-lag recurrent neural networksen_US
dc.titleThe evolutional portfolio optimization system (EPOS)en_US
dc.typeConference Paperen_US
dc.relation.conferenceWorld Congress in Computer Science, Computer Engineering and Applied Computing (CSCE 2017), 17 -20 July 2017, Las Vegas, Nevadaen_US
dc.identifier.scopus2-s2.0-85068237781-
dcterms.accessRights0en_US
dc.relation.deptDepartment of Business Administrationen_US
dc.relation.facultySchool of Administrative, Economics and Social Sciencesen_US
dc.identifier.spage28en_US
dc.identifier.epage34en_US
dc.linkhttps://www.scopus.com/record/display.uri?eid=2-s2.0-85068237781&origin=inward&txGid=f2fc987c17eb0cb8678025ce061db615en_US
dc.collaborationUniversity of West Attica (UNIWA)en_US
dc.journalsSubscriptionen_US
dc.publicationPeer Revieweden_US
dc.countryGreeceen_US
local.metadatastatusnot verifieden_US
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextNo Fulltext-
item.grantfulltextnone-
item.languageiso639-1en-
item.openairetypeConference Paper-
item.cerifentitytypePublications-
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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