• DocumentCode
    3734191
  • Title

    Computational intelligence in optimal portfolio selection — The PI model

  • Author

    N Loukeris;Y. Boutalis;A. Arampatzis;S. Livanis;L. Maltoudoglou

  • Author_Institution
    University of Macedonia, dept. of Business Administration, Thessaloniki, Greece
  • fYear
    2015
  • fDate
    7/1/2015 12:00:00 AM
  • Firstpage
    1
  • Lastpage
    6
  • 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.
  • Keywords
    "Decision support systems","Handheld computers","Finance","Portfolios","Support vector machines"
  • Publisher
    ieee
  • Conference_Titel
    Information, Intelligence, Systems and Applications (IISA), 2015 6th International Conference on
  • Type

    conf

  • DOI
    10.1109/IISA.2015.7388004
  • Filename
    7388004
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3734191