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
fDate :
7/1/2015 12:00:00 AM
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"
Conference_Titel :
Information, Intelligence, Systems and Applications (IISA), 2015 6th International Conference on
DOI :
10.1109/IISA.2015.7388004
