Optimal Investments in the Portfolio Yield Reactive (PYR) Model-Reference-Cited by-同舟云学术

Optimal Investments in the Portfolio Yield Reactive (PYR) Model

Published:2024-08-22 Issue:8 Volume:17 Page:376
ISSN:1911-8074
Container-title:Journal of Risk and Financial Management
language:en
Short-container-title:JRFM

Author:

Loukeris Nikolaos¹^ORCID,Eleftheriadis Iordanis²

Affiliation:

1. Department of Business Administration, University of West Attica, Petrou Ralli & Thivon 250 Avenue, 12241 Athens, Greece

2. Department of Business Administration, University of Macedonia, Egnatias 156, 54636 Thessaloniki, Greece

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.

Funder

ELKE Fund of the Universities of Macedonia and West Attica

Publisher

MDPI AG

Link

https://www.mdpi.com/1911-8074/17/8/376/pdf

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