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We introduce a new methodology that incorporates advanced higher moments evaluation in a new approach of the Portfolio Selection problem, supported by effective Computational Intelligence models. The Evolutional Portfolio Optimization System (EPOS) extracts hidden patterns out of the numerous accounting data and financial statements filtering misguiding effects such as noise or fraud, offering an optimal portfolio selection method.

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The Evolutional Portfolio Optimization System (EPOS)

  • 会议论文

  • 发表日期：

    2025年

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  • N. Loukeris,
  • Y. Boutalis,
  • I. Eleftheriadis,
  • A. Arampatzis,
  • S. Livanis,
  • G. Gikas

摘要

We introduce a new methodology that incorporates advanced higher moments evaluation in a new approach of the Portfolio Selection problem, supported by effective Computational Intelligence models. The Evolutional Portfolio Optimization System (EPOS) extracts hidden patterns out of the numerous accounting data and financial statements filtering misguiding effects such as noise or fraud, offering an optimal portfolio selection method.