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Technical University of Crete
Technical University of Crete
EN
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| URI | http://purl.tuc.gr/dl/dias/D4957B1F-82B8-4C55-A970-707C67D2886A | - |
| Language | en | - |
| Title | An interactive tool for mutual funds portfolio composition using argumentation | en |
| Creator | Pendaraki Konstantina | en |
| Creator | Spanoudakis Nikolaos I. | en |
| Creator | Σπανουδάκης Νικόλαος Ι. | el |
| Content Summary | 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 |
| 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 | 2012 | - |
| Subject | Knowledge-based systems (Computer science) | en |
| Subject | Systems, Expert (Computer science) | en |
| Subject | expert systems computer science | en |
| Subject | knowledge based systems computer science | en |
| Subject | systems expert computer science | en |
| Bibliographic Citation | 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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