Ιδρυματικό Αποθετήριο
Πολυτεχνείο Κρήτης
Πολυτεχνείο Κρήτης
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| URI | http://purl.tuc.gr/dl/dias/D4957B1F-82B8-4C55-A970-707C67D2886A | - |
| Γλώσσα | en | - |
| Τίτλος | An interactive tool for mutual funds portfolio composition using argumentation | en |
| Δημιουργός | Pendaraki Konstantina | en |
| Δημιουργός | Spanoudakis Nikolaos I. | en |
| Δημιουργός | Σπανουδάκης Νικόλαος Ι. | el |
| Περίληψη | This paper presents the PORTRAIT (PORTfolioconstRuction based on ArgumentatIon Technology) tool for constructing Mutual Funds investment portfolios. This work, from the field of finance, uses argumentation-based decision making that provides a high level of adaptability in the decisions of the portfolio manager, or investor, when his environment is changing and the characteristics of the funds are multidimensional. Argumentation allows for combining different contexts and preferences in a way that can be optimized, thus, resulting in higher returns on the investment. It allows for defining a set of different investment policy scenarios and supports the investor/portfolio manager in composing efficient portfolios that meet his profile. Moreover, the tool employs a hybrid evolutionary method for forecasting the status of financial market. This seamless merging of the investors profile, preferences and the market context is a capability which is rarely addressed by portfolio construction methods in the literature. The PORTRAIT tool is intended for use by decision makers such as investors, fund managers, brokers and bankers. | en |
| Τύπος | Peer-Reviewed Journal Publication | en |
| Τύπος | Δημοσίευση σε Περιοδικό με Κριτές | el |
| Άδεια Χρήσης | http://creativecommons.org/licenses/by/4.0/ | en |
| Ημερομηνία | 2015-11-14 | - |
| Ημερομηνία Δημοσίευσης | 2012 | - |
| Θεματική Κατηγορία | Knowledge-based systems (Computer science) | en |
| Θεματική Κατηγορία | Systems, Expert (Computer science) | en |
| Θεματική Κατηγορία | expert systems computer science | en |
| Θεματική Κατηγορία | knowledge based systems computer science | en |
| Θεματική Κατηγορία | systems expert computer science | en |
| Βιβλιογραφική Αναφορά | K. Pendaraki and N.I. Spanoudakis, "An Interactive Tool for Mutual Funds Portfolio Composition Using Argumentation", Journal of Business, Economics and Finance (JBEF), vol. 1, no. 3, Sep. 2012, pp. 33-51. | en |
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