Abstract
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 Evolutional Portfolio Intelligent Complex Optimization (EPICO) 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.
Subject
General Business, Management and Accounting
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1. The Evolving Returns Integrated System - ERIS;2023 27th International Conference on Circuits, Systems, Communications and Computers (CSCC);2023-07-19