|
| << previous | next >> |
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
Details for article 4 of 5 found articles
| Title: |
Portfolio construction using argumentation and hybrid evolutionary forecasting algorithms |
| Author: |
Spanoudakis, Nikolaos Pendaraki, Konstantina Beligiannis, Grigorios |
| Appeared in: |
International journal of hybrid intelligent systems |
| Paging: | Volume 6 (2009) nr. 4 pages 231-243 |
| Year: |
2009-12-11 |
| Contents: |
In the current contribution, an application for constructing mutual fund portfolios is presented. This approach comprises several Intelligent Methods, namely an argumentation based decision making framework and a hybrid evolutionary forecasting algorithm which combines Genetic Algorithms (GA), MultiModel Partitioning (MMP) theory and Extended Kalman Filters (EKF). Specifically, the argumentation framework is employed in order to develop mutual funds performance models and select a small set of mutual funds, which will compose the final portfolio. On the other hand, the hybrid evolutionary forecasting algorithm is applied in order to forecast the market status (inflating or deflating) for the next investment period. The knowledge engineering approach and application development steps are also presented and discussed. |
| Publisher: |
IOS Press |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 4 of 5 found articles
| << previous | next >> |