Ιδρυματικό Αποθετήριο [SANDBOX]
Πολυτεχνείο Κρήτης
EN  |  EL

Αναζήτηση

Πλοήγηση

Ο Χώρος μου

An interactive tool for mutual funds portfolio composition using argumentation

Pendaraki Konstantina, Spanoudakis Nikolaos I.

Απλή Εγγραφή


URIhttp://purl.tuc.gr/dl/dias/D4957B1F-82B8-4C55-A970-707C67D2886A-
Γλώσσαen-
Τίτλος An interactive tool for mutual funds portfolio composition using argumentationen
ΔημιουργόςPendaraki Konstantinaen
ΔημιουργόςSpanoudakis Nikolaos I.en
ΔημιουργόςΣπανουδάκης Νικόλαος Ι.el
ΠερίληψηThis 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
ΤύποςPeer-Reviewed Journal Publicationen
ΤύποςΔημοσίευση σε Περιοδικό με Κριτέςel
Άδεια Χρήσηςhttp://creativecommons.org/licenses/by/4.0/en
Ημερομηνία2015-11-14-
Ημερομηνία Δημοσίευσης2012-
Θεματική ΚατηγορίαKnowledge-based systems (Computer science)en
Θεματική ΚατηγορίαSystems, Expert (Computer science)en
Θεματική Κατηγορίαexpert systems computer scienceen
Θεματική Κατηγορίαknowledge based systems computer scienceen
Θεματική Κατηγορίαsystems expert computer scienceen
Βιβλιογραφική ΑναφοράK. 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

Υπηρεσίες

Στατιστικά