Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed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)

How to cite: Loukeris, N.; Eletheriadis, I. Optimal Investments in the Portfolia Yield Reactives (PYR)‡. Preprints 2024, 2024051065. https://doi.org/10.20944/preprints202405.1065.v1 Loukeris, N.; Eletheriadis, I. Optimal Investments in the Portfolia Yield Reactives (PYR)‡. Preprints 2024, 2024051065. https://doi.org/10.20944/preprints202405.1065.v1

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

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