Computational Intelligence in Portfolio Optimization – the IPSOS Model
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چکیده
Although returns distributions are complex, they can’t avoid manipulation in any form. We propose a new methodology, the Intelligent Portfolio Selection & Optimisation System – IPSOS that takes into account hidden information within the extended accounting data and financial statements, among other values incorporates them on a new Jordan Elman hybrid network to provide safer financial evaluations. Keywords— integrated systems; jordan & elman neural networks; genetic algorithms; finance, non-linear regressions
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