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Optimizing Portfolio in the Evolutional Portfolio Optimization System (EPOS)

Author

Listed:
  • Nikolaos Loukeris

    (Department of Business Administration, University of West Attica, Petrou Ralli & Thivon Avenue, 12241 Athens, Greece)

  • Yiannis Boutalis

    (Department of Electrical and Computer Engineers, Democritus University of Thrace, 67100 Xanthi, Greece)

  • Iordanis Eleftheriadis

    (Department of Business Administration, University of Macedonia, Egnatias 156, 54636 Thessaloniki, Greece)

  • Gregorios Gikas

    (Department of Business Administration, University of West Attica, Petrou Ralli & Thivon Avenue, 12241 Athens, Greece)

Abstract

A novel method of portfolio selection is provided with further higher moments, filtering with fundamentals in intelligent computing resources. The Evolutional Portfolio Optimization System (EPOS) evaluates unobtrusive relations from a vast amount of accounting and financial data, excluding hoax and noise, to select the optimal portfolio. The fundamental question of Free Will, limited in investment selection, is answered through a new philosophical approach.

Suggested Citation

  • Nikolaos Loukeris & Yiannis Boutalis & Iordanis Eleftheriadis & Gregorios Gikas, 2024. "Optimizing Portfolio in the Evolutional Portfolio Optimization System (EPOS)," Mathematics, MDPI, vol. 12(17), pages 1-25, August.
    • Handle: RePEc:gam:jmathe:v:12:y:2024:i:17:p:2729-:d:1468755
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    References listed on IDEAS

    as
    1. J. Michael Harrison & Stanley R. Pliska, 1981. "Martingales and Stochastic Integrals in the Theory of Continous Trading," Discussion Papers 454, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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