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Technical University of Crete
Technical University of Crete
EN
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| URI | http://purl.tuc.gr/dl/dias/9EDBEF41-415E-462C-AD77-292248B5353D | - |
| Identifier | http://users.isc.tuc.gr/~nispanoudakis/resources/CIMA-08-SpanoudakisPendarakiBeligiannis.pdf | - |
| Language | en | - |
| Title | Combining argumentation and hybrid evolutionary systems in a portfolio construction application | en |
| Creator | Spanoudakis Nikolaos I. | en |
| Creator | Σπανουδάκης Νικόλαος Ι. | el |
| Creator | Pendaraki Konstantina | en |
| Creator | Beligiannis Grigorios | en |
| Content Summary | In this paper we present an application for the construction of mutual fund portfolios. It is based on a combination of Intelligent Methods, namely an argumentation based decision making framework and a forecasting algorithm combining Genetic Algorithms (GA), MultiModel Partitioning (MMP) theory and Extended Kalman Filters (EKF). The argumentation framework is employed in order to develop mutual funds performance models and to select a small set of mutual funds, which will compose the final portfolio. The forecasting algorithm is employed 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 discussed. | en |
| Type of Item | Πλήρης Δημοσίευση σε Συνέδριο | el |
| Type of Item | Conference Full Paper | en |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-11-14 | - |
| Date of Publication | 2008 | - |
| Subject | Dynamic systems, Hybrid | en |
| Subject | Hybrid dynamic systems | en |
| Subject | hybrid systems | en |
| Subject | dynamic systems hybrid | en |
| Subject | hybrid dynamic systems | en |
| Bibliographic Citation | N. Spanoudakis, K. Pendaraki and G. Beligiannis, "Combining Argumentation and Hybrid Evolutionary Systems in a Portfolio Construction Application", in Proceedings of the first International Workshop on Combinations of Intelligent Methods and Applications in conjunction with the 18th European Conference on Artificial Intelligence, 21-22 July 2008. | en |
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