N. Loukeris, Y. Boutalis, A. Arampatzis, S. Livanis, L. Maltoudoglou
{"title":"Computational intelligence in optimal portfolio selection — The PI model","authors":"N. Loukeris, Y. Boutalis, A. Arampatzis, S. Livanis, L. Maltoudoglou","doi":"10.1109/IISA.2015.7388004","DOIUrl":null,"url":null,"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.","PeriodicalId":433872,"journal":{"name":"2015 6th International Conference on Information, Intelligence, Systems and Applications (IISA)","volume":"36 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2015-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2015 6th International Conference on Information, Intelligence, Systems and Applications (IISA)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/IISA.2015.7388004","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
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.
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