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Portfolio construction using argumentation and hybrid evolutionary forecasting algorithms

Spanoudakis Nikolaos I., Pendaraki Konstantina , Beligiannis Grigorios

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URIhttp://purl.tuc.gr/dl/dias/5FF09752-3379-44E4-A1FC-3A4DFA4C076F-
Languageen-
TitlePortfolio construction using argumentation and hybrid evolutionary forecasting algorithmsen
CreatorSpanoudakis Nikolaos I.en
CreatorΣπανουδάκης Νικόλαος Ι.el
CreatorPendaraki Konstantina en
CreatorBeligiannis Grigoriosen
PublisherIOS Pressen
Content SummaryIn 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 ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-11-14-
Date of Publication2009-
SubjectArgumentationen
SubjectDeduction (Logic)en
SubjectDeductive logicen
SubjectDialectic (Logic)en
SubjectLogic, Deductiveen
Subjectlogicen
Subjectargumentationen
Subjectdeduction logicen
Subjectdeductive logicen
Subjectdialectic logicen
Subjectlogic deductiveen
Bibliographic CitationN. 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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