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Combining argumentation and hybrid evolutionary systems in a portfolio construction application

Spanoudakis Nikolaos I., Pendaraki Konstantina, Beligiannis Grigorios

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URIhttp://purl.tuc.gr/dl/dias/9EDBEF41-415E-462C-AD77-292248B5353D-
Αναγνωριστικόhttp://users.isc.tuc.gr/~nispanoudakis/resources/CIMA-08-SpanoudakisPendarakiBeligiannis.pdf-
Γλώσσαen-
ΤίτλοςCombining argumentation and hybrid evolutionary systems in a portfolio construction applicationen
ΔημιουργόςSpanoudakis Nikolaos I.en
ΔημιουργόςΣπανουδάκης Νικόλαος Ι.el
ΔημιουργόςPendaraki Konstantinaen
ΔημιουργόςBeligiannis Grigoriosen
ΠερίληψηIn 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
ΤύποςΠλήρης Δημοσίευση σε Συνέδριοel
ΤύποςConference Full Paperen
Άδεια Χρήσηςhttp://creativecommons.org/licenses/by/4.0/en
Ημερομηνία2015-11-14-
Ημερομηνία Δημοσίευσης2008-
Θεματική ΚατηγορίαDynamic systems, Hybriden
Θεματική ΚατηγορίαHybrid dynamic systemsen
Θεματική Κατηγορίαhybrid systemsen
Θεματική Κατηγορίαdynamic systems hybriden
Θεματική Κατηγορίαhybrid dynamic systemsen
Βιβλιογραφική ΑναφοράN. 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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