We develop an innovative method which takes into consideration advanced higher moments under a new perspective of the Portfolio Selection problem, supported by effective Computational Intelligence models. The Evolutional Treasury Hybrid Optimization System (ETHOS) mines hidden patterns from vast accounting data and financial statements restricting misguiding effects of noise or various forms of fraud, providing a new method portfolio selection optimally.

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The Evolutional Treasury Hybrid Optimization System (ETHOS)

  • N. Loukeris,
  • G. Chalamandaris,
  • I. Eleftheriadis,
  • G. Gikas

摘要

We develop an innovative method which takes into consideration advanced higher moments under a new perspective of the Portfolio Selection problem, supported by effective Computational Intelligence models. The Evolutional Treasury Hybrid Optimization System (ETHOS) mines hidden patterns from vast accounting data and financial statements restricting misguiding effects of noise or various forms of fraud, providing a new method portfolio selection optimally.