Article
Version 2
Preserved in Portico This version is not peer-reviewed
Optimal Investments in the Portfolia Yield Reactives (PYR)‡
Version 1
: Received: 15 May 2024 / Approved: 15 May 2024 / Online: 16 May 2024 (17:25:22 CEST)
Version 2 : Received: 17 June 2024 / Approved: 17 June 2024 / Online: 18 June 2024 (16:13:04 CEST)
Version 2 : Received: 17 June 2024 / Approved: 17 June 2024 / Online: 18 June 2024 (16:13:04 CEST)
A peer-reviewed article of this Preprint also exists.
Loukeris, N.; Eleftheriadis, I. Optimal Investments in the Portfolio Yield Reactive (PYR) Model. J. Risk Financial Manag. 2024, 17, 376. Loukeris, N.; Eleftheriadis, I. Optimal Investments in the Portfolio Yield Reactive (PYR) Model. J. Risk Financial Manag. 2024, 17, 376.
Abstract
We evolve our past models PYR, Loukeris, et al. (2016) to provide a competitive system whose infiltration of categorical information and fundamentals into advanced higher moments, supports a more objective Portfolio Selection, aided by Intelligent Computing. The system of Portfolia Yield Reactives (PYR) searches for hidden prototypes into big data of accounting and financial statements, restricting malicious patterns such as hoax, noise, manipulation, incorporated to a novel optimal portfolio selection method.
Keywords
generalised feed forward networks; support vector machines; radial basis functions; genetic algorithms; regressions; integrated systems; portfolio selection; optimisation
Subject
Business, Economics and Management, Finance
Copyright: This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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