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...

Full description

Saved in:
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
Online AccessGet full text

Cover

Abstract 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.
AbstractList 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.
Author Eleftheriadis, Iordanis
Loukeris, Nikolaos
Author_xml – sequence: 1
  givenname: Nikolaos
  surname: Loukeris
  fullname: Loukeris, Nikolaos
– sequence: 3
  givenname: Iordanis
  surname: Eleftheriadis
  fullname: Eleftheriadis, Iordanis
BookMark eNo9js1Kw0AYRQepYK3d-QADbnQR_Sbzl1mJFH8KlZbSTVclmfkGE9KZmEz7_AYUV_duzj33mkxCDEjILYNHzg08Nb0_Mg0FcK0uyJQZxrICtJj8d6WuyHwYGgBgMDK8mJLndZfqY9nSZTjjkI4Y0kDrQNMX0k3sk49tHem-xtbRLZY21Wek95v99oF-RoftDbn0ZTvg_C9nZPf2ult8ZKv1-3Lxsso6pVRWgXU6RyykMJV2XlvurZZMgkDrK6bzXAvPbQmscF4YqIStuHRViVLJ3PMZufud7fr4fRqPHpp46sNoPHAw2hhdyJz_AFGATIY
ContentType Journal Article
Copyright 2024 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Copyright_xml – notice: 2024 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
DBID 3V.
7WY
7WZ
7XB
87Z
8FK
8FL
ABUWG
AFKRA
AZQEC
BENPR
BEZIV
CCPQU
DWQXO
FRNLG
F~G
K60
K6~
L.-
M0C
PIMPY
PQBIZ
PQBZA
PQEST
PQQKQ
PQUKI
PRINS
Q9U
DOI 10.3390/jrfm17080376
DatabaseName ProQuest Central (Corporate)
ABI/INFORM Collection
ABI/INFORM Global (PDF only)
ProQuest Central (purchase pre-March 2016)
ABI/INFORM Collection
ProQuest Central (Alumni) (purchase pre-March 2016)
ABI/INFORM Collection (Alumni Edition)
ProQuest Central (Alumni)
ProQuest Central UK/Ireland
ProQuest Central Essentials
ProQuest Central
ProQuest Business Premium Collection
ProQuest One Community College
ProQuest Central
Business Premium Collection (Alumni)
ABI/INFORM Global (Corporate)
ProQuest Business Collection (Alumni Edition)
ProQuest Business Collection
ABI/INFORM Professional Advanced
ABI/INFORM Global
Access via ProQuest (Open Access)
One Business (ProQuest)
ProQuest One Business (Alumni)
ProQuest One Academic Eastern Edition (DO NOT USE)
ProQuest One Academic
ProQuest One Academic UKI Edition
ProQuest Central China
ProQuest Central Basic
DatabaseTitle Publicly Available Content Database
Business Premium Collection
ABI/INFORM Global (Corporate)
ProQuest Business Collection (Alumni Edition)
ProQuest One Business
ABI/INFORM Global
ABI/INFORM Global (Alumni Edition)
ProQuest Central Basic
ProQuest Central Essentials
ProQuest One Academic Eastern Edition
ProQuest Central (Alumni Edition)
ProQuest One Community College
ProQuest Business Collection
ProQuest Central China
ABI/INFORM Complete
ProQuest Central
ABI/INFORM Professional Advanced
ProQuest One Academic UKI Edition
ProQuest Central Korea
ProQuest One Business (Alumni)
ProQuest One Academic
ABI/INFORM Complete (Alumni Edition)
ProQuest Central (Alumni)
Business Premium Collection (Alumni)
DatabaseTitleList Publicly Available Content Database
Database_xml – sequence: 1
  dbid: BENPR
  name: ProQuest Central
  url: https://www.proquest.com/central
  sourceTypes: Aggregation Database
DeliveryMethod fulltext_linktorsrc
Discipline Philosophy
Business
EISSN 1911-8074
GroupedDBID 3V.
5VS
7WY
7XB
8FK
8FL
AADQD
AAFWJ
ABUWG
ADBBV
AFKRA
AFMMW
AFZYC
ALMA_UNASSIGNED_HOLDINGS
AZQEC
BCNDV
BENPR
BEZIV
BPHCQ
CCPQU
DWQXO
EOH
FRNLG
GROUPED_DOAJ
IAO
ITC
K60
K6~
KQ8
L.-
M0C
MODMG
M~E
OK1
PIMPY
PQBIZ
PQBZA
PQEST
PQQKQ
PQUKI
PRINS
PROAC
Q9U
RIG
RNS
ID FETCH-LOGICAL-p666-b0cd72ee8549b7df7c3fc751504ecfb172274f3ca018df490b4cb35dbae5652f3
IEDL.DBID BENPR
ISSN 1911-8066
IngestDate Thu Oct 10 22:00:33 EDT 2024
IsDoiOpenAccess true
IsOpenAccess true
IsPeerReviewed true
IsScholarly true
Issue 8
Language English
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-p666-b0cd72ee8549b7df7c3fc751504ecfb172274f3ca018df490b4cb35dbae5652f3
OpenAccessLink https://www.proquest.com/docview/3097997852?pq-origsite=%requestingapplication%
PQID 3097997852
PQPubID 2059556
ParticipantIDs proquest_journals_3097997852
PublicationCentury 2000
PublicationDate 20240101
PublicationDateYYYYMMDD 2024-01-01
PublicationDate_xml – month: 01
  year: 2024
  text: 20240101
  day: 01
PublicationDecade 2020
PublicationPlace Basel
PublicationPlace_xml – name: Basel
PublicationTitle Journal of risk and financial management
PublicationYear 2024
Publisher MDPI AG
Publisher_xml – name: MDPI AG
RelatedPersons Epicurus (341-270 BC)
RelatedPersons_xml – fullname: Epicurus (341-270 BC)
SSID ssj0001033938
Score 2.2917318
Snippet We evolved our past Portfolio Yield Reactive (PYR) model to provide a competitive system with infiltration of categorical information and fundamentals into...
SourceID proquest
SourceType Aggregation Database
StartPage 376
SubjectTerms Behavior
Determinism
Diminishing marginal utility
Epicurus (341-270 BC)
Expected utility
Free will
Happiness
Hypotheses
Optimization
Philosophy
Skewness
Utility functions
Title Optimal Investments in the Portfolio Yield Reactive (PYR) Model
URI https://www.proquest.com/docview/3097997852
Volume 17
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
link http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwfV3PT8IwGG0UEsPFKGr8gaYHD3po2Npu3U5EDYSYiIRgAifSnwkGNgQ8-N_7dWzhYOJ122Fp1_e99_V1D6H7KNJhYo0kieSCcJlqorRMiTSaqjDWLnT-NPLbIO5_8NdJNCkbbpvSVllhYgHUJte-R95mgd-AEklEO6sv4lOj_O5qGaFxiOoUlEJQQ_Xn7mA42ndZAsbSIs4adEkIcBzHO_c7XA7an2u3DAVwJibiP1hcFJjeCToumSF-2k3lKTqwWRMdVcb0JmoMq9SBnzPUeYelvoTHd__JKM6p4XmGgc5hbw51-WKe46m3p-GRlQWo4YfhdPSIffrZ4hyNe93xS5-UWQhkBQKDqEAbQa1NQM4pYZzQzGkBXCTgVjsFLATUpWNaBmFiHE8DxbVikVHSAmOjjl2gWpZn9hJhyp1KgQalSQSyOAollHhnOYV3iQ2V8RVqVQMxK7_nzWw_-tf_375BDQplf9ekaKHadv1tb6Fsb9VdOTe_nuCX2w
link.rule.ids 315,783,787,21400,27936,27937,33756,43817,74630
linkProvider ProQuest
linkToHtml http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwfV1LT8JAGNwoJMrFKGp8oO7Bgx42tt3t60TUQFABCcEETmSfCQZaBDz47_22j3Aw8dr20Oy28818O7uD0K3vSzfSipOIs5AwHksiJI8JV9ITbiCNa-xu5F4_6Hyw17E_Lhpu68JWWWJiBtQqlbZH_kAduwAVRr7XXH4RmxplV1eLCI1dVLVHVYH4qj61-oPhtsviUBpncdagS1yA4yDI3e9w2Xn4XJmFGwJnomHwB4uzAtM-RAcFM8SP-VQeoR2d1NFeaUyvo9qgTB34OUbNd_jVF_B4fk5Gtk8NzxIMdA5bc6hJ57MUT6w9DQ81z0AN3w0mw3ts08_mJ2jUbo2eO6TIQiBLEBhEOFKFntYRyDkRKhNKamQIXMRhWhoBLATUpaGSO26kDIsdwaSgvhJcA2PzDD1FlSRN9BnCHjMiBhoURz7IYt_lUOKNZh68S6A8HpyjRjkQ0-J7Xk-3o3_x_-0btN8Z9brT7kv_7RLVPKAAecOigSqb1be-ghK-EdfFPP0C-Eaa1Q
linkToPdf http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwfV3LTsJAFJ0oJISNUdT4QJ2FC11MaDvTTrsiPiD4QkIwgRWZZ4KBFgEX_r23r7Awcdt20fS2555z50wPQte-r9zQaEFCwThhIlJEKhERoZUn3UBZ16a7kd_6Qe-DPY_9ceF_Whe2yhITM6DWiUpn5C3qpAtQPPS9li1sEYPHbnv5RdIEqXSltYjT2EVVzgLqVFD1vtMfDLcTF4fSKIu2Bo3iAjQHQe6Eh8NO63NlFy4H_kR58AeXs2bT3Ud7BUvEd3lZD9COiRuoVprUG6g-KBMIfg5R-x0--wVcnv8zI9uzhmcxBmqHU6OoTeazBE9SqxoeGpEBHL4ZTIa3OE1Cmx-hUbczeuiRIheBLEFsEOkozT1jQpB2kmvLFbWKAy9xmFFWAiMBpWmpEo4bassiRzIlqa-lMMDePEuPUSVOYnOCsMesjIASRaEPEtl3BbR7a5gH9xJoTwSnqFk-iGnxbq-n20qc_X_6CtWgRNPXp_7LOap7wAby2UUTVTarb3MB3XwjL4sy_QLuR58D
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Optimal+Investments+in+the+Portfolio+Yield+Reactive+%28PYR%29+Model&rft.jtitle=Journal+of+risk+and+financial+management&rft.au=Loukeris%2C+Nikolaos&rft.au=Eleftheriadis%2C+Iordanis&rft.date=2024-01-01&rft.pub=MDPI+AG&rft.issn=1911-8066&rft.eissn=1911-8074&rft.volume=17&rft.issue=8&rft.spage=376&rft_id=info:doi/10.3390%2Fjrfm17080376&rft.externalDBID=HAS_PDF_LINK
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=1911-8066&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=1911-8066&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=1911-8066&client=summon