最优投资组合选择中的计算智能——PI模型

2015 6th International Conference on Information, Intelligence, Systems and Applications (IISA) Pub Date : 2015-07-06 DOI:10.1109/IISA.2015.7388004

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

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引用次数: 2

摘要

我们引入了一种新的方法，该方法在有效的计算智能模型的支持下，将先进的高矩评估纳入到投资组合选择问题的新方法中。投资组合智能(PI)模型从众多会计数据和财务报表中提取隐藏模式，过滤噪音或欺诈等误导效应，提供最佳投资组合选择方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Computational intelligence in optimal portfolio selection — The PI model

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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2015 6th International Conference on Information, Intelligence, Systems and Applications (IISA)

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