Institutional Repository
Technical University of Crete
Technical University of Crete
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| URI | http://purl.tuc.gr/dl/dias/5FF09752-3379-44E4-A1FC-3A4DFA4C076F | - |
| Language | en | - |
| Title | Portfolio construction using argumentation and hybrid evolutionary forecasting algorithms | en |
| Creator | Spanoudakis Nikolaos I. | en |
| Creator | Σπανουδάκης Νικόλαος Ι. | el |
| Creator | Pendaraki Konstantina | en |
| Creator | Beligiannis Grigorios | en |
| Publisher | IOS Press | en |
| Content Summary | 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. | en |
| Type of Item | Peer-Reviewed Journal Publication | en |
| Type of Item | Δημοσίευση σε Περιοδικό με Κριτές | el |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-11-14 | - |
| Date of Publication | 2009 | - |
| Subject | Argumentation | en |
| Subject | Deduction (Logic) | en |
| Subject | Deductive logic | en |
| Subject | Dialectic (Logic) | en |
| Subject | Logic, Deductive | en |
| Subject | logic | en |
| Subject | argumentation | en |
| Subject | deduction logic | en |
| Subject | deductive logic | en |
| Subject | dialectic logic | en |
| Subject | logic deductive | en |
| Bibliographic Citation | N. Spanoudakis, K. Pendaraki and G. Beligiannis, "Portfolio Construction Using Argumentation and Hybrid Evolutionary Forecasting Algorithms", International Journal of Hybrid Intelligent Systems (IJHIS), vol. 6, no. 4, Dec. 2009, pp. 231-243. | en |
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