Optimizing Portfolio in the Evolutional Portfolio Optimization System (EPOS)

A novel method of portfolio selection is provided with further higher moments, filtering with fundamentals in intelligent computing resources. The Evolutional Portfolio Optimization System (EPOS) evaluates unobtrusive relations from a vast amount of accounting and financial data, excluding hoax and...

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Bibliographic Details
Published inMathematics (Basel) Vol. 12; no. 17; p. 2729
Main Authors Loukeris, Nikolaos, Boutalis, Yiannis, Eleftheriadis, Iordanis, Gikas, Gregorios
Format Journal Article
LanguageEnglish
Published Basel MDPI AG 01.09.2024
Subjects
Accounting
Expected utility
Fear & phobias
higher moments
Hypotheses
Investments
Investors
Isoelastic Utility Function
Jordan–Elman networks
Kurtosis
MLP
Normal distribution
Optimization
recurrent networks
Risk aversion
time-lag recurrent networks
Utility functions
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Summary:A novel method of portfolio selection is provided with further higher moments, filtering with fundamentals in intelligent computing resources. The Evolutional Portfolio Optimization System (EPOS) evaluates unobtrusive relations from a vast amount of accounting and financial data, excluding hoax and noise, to select the optimal portfolio. The fundamental question of Free Will, limited in investment selection, is answered through a new philosophical approach.
ISSN:2227-7390
2227-7390
DOI:10.3390/math12172729