Optimal Investments in the Portfolio Yield Reactive (PYR) Model

We evolved our past Portfolio Yield Reactive (PYR) model to provide a competitive system with infiltration of categorical information and fundamentals into advanced higher-order moments that support more objective portfolio selection aided by intelligent computing. The system of the PYR model search...

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Bibliographic Details
Published inJournal of risk and financial management Vol. 17; no. 8; p. 376
Main Authors Loukeris, Nikolaos, Eleftheriadis, Iordanis
Format Journal Article
LanguageEnglish
Published Basel MDPI AG 01.01.2024
Subjects
Behavior
Determinism
Diminishing marginal utility
Epicurus (341-270 BC)
Expected utility
Free will
Happiness
Hypotheses
Optimization
Philosophy
Skewness
Utility functions
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Summary:We evolved our past Portfolio Yield Reactive (PYR) model to provide a competitive system with infiltration of categorical information and fundamentals into advanced higher-order moments that support more objective portfolio selection aided by intelligent computing. The system of the PYR model searches for hidden corporate performance prototypes in big data from accounting and financial statements. The PYR model restricts malicious patterns, such as hoaxes, noise, and manipulation, incorporated into a novel optimal portfolio selection method.
ISSN:1911-8066
1911-8074
DOI:10.3390/jrfm17080376