Optimal Investments in the Portfolio Yield Reactive (PYR) Model

Nikolaos Loukeris and Iordanis Eleftheriadis
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Iordanis Eleftheriadis: Department of Business Administration, University of Macedonia, Egnatias 156, 54636 Thessaloniki, Greece

JRFM, 2024, vol. 17, issue 8, 1-17

Abstract: We evolved our past Portfolio Yield Reactive (PYR) model to provide a competitive system with infiltration of categorical information and fundamentals into advanced higher-order moments that support more objective portfolio selection aided by intelligent computing. The system of the PYR model searches for hidden corporate performance prototypes in big data from accounting and financial statements. The PYR model restricts malicious patterns, such as hoaxes, noise, and manipulation, incorporated into a novel optimal portfolio selection method.

Keywords: generalized feed-forward networks; support vector machines; radial basis functions; genetic algorithms; regressions; integrated systems; portfolio selection; optimization; Epicurus; Aristotle; logic; free will; eudaimonia (search for similar items in EconPapers)
JEL-codes: C E F2 F3 G (search for similar items in EconPapers)
Date: 2024
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