DC Field | Value | Language |
---|---|---|
dc.contributor.author | Loukeris, Nikolaos | - |
dc.contributor.author | Eleftheriadis, Iordanis | - |
dc.contributor.author | Boutalis, Yannis | - |
dc.date.accessioned | 2024-04-23T11:46:47Z | - |
dc.date.available | 2024-04-23T11:46:47Z | - |
dc.date.issued | 2017-07-01 | - |
dc.identifier | scopus-85068237781 | - |
dc.identifier.isbn | 9781601324603 | - |
dc.identifier.other | 85068237781 | - |
dc.identifier.uri | https://uniwacris.uniwa.gr/handle/3000/2231 | - |
dc.description.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 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.iso | en | en_US |
dc.relation.ispartof | Proceedings of the 2017 International Conference on Artificial Intelligence : ICAI 2017 | en_US |
dc.subject | Higher moments | en_US |
dc.subject | Hybrid networks | en_US |
dc.subject | Isoelastic utility function | en_US |
dc.subject | Jordan-Elman neural networks | en_US |
dc.subject | Portfolio optimization | en_US |
dc.subject | Recurrent neural networks | en_US |
dc.subject | Time-lag recurrent neural networks | en_US |
dc.title | The evolutional portfolio optimization system (EPOS) | en_US |
dc.type | Conference Paper | en_US |
dc.relation.conference | World Congress in Computer Science, Computer Engineering and Applied Computing (CSCE 2017), 17 -20 July 2017, Las Vegas, Nevada | en_US |
dc.identifier.scopus | 2-s2.0-85068237781 | - |
dcterms.accessRights | 0 | en_US |
dc.relation.dept | Department of Business Administration | en_US |
dc.relation.faculty | School of Administrative, Economics and Social Sciences | en_US |
dc.identifier.spage | 28 | en_US |
dc.identifier.epage | 34 | en_US |
dc.link | https://www.scopus.com/record/display.uri?eid=2-s2.0-85068237781&origin=inward&txGid=f2fc987c17eb0cb8678025ce061db615 | en_US |
dc.collaboration | University of West Attica (UNIWA) | en_US |
dc.journals | Subscription | en_US |
dc.publication | Peer Reviewed | en_US |
dc.country | Greece | en_US |
local.metadatastatus | not verified | en_US |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.fulltext | No Fulltext | - |
item.grantfulltext | none | - |
item.languageiso639-1 | en | - |
item.openairetype | Conference Paper | - |
item.cerifentitytype | Publications | - |
crisitem.author.dept | Department of Business Administration | - |
crisitem.author.faculty | School of Administrative, Economics and Social Sciences | - |
crisitem.author.orcid | 0000-0002-1891-8245 | - |
crisitem.author.parentorg | School of Administrative, Economics and Social Sciences | - |
Appears in Collections: | Book Chapter / Κεφάλαιο Βιβλίου |
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