Hybrid Systems in Portfolio Selection

Special session ‘Hybrid Systems in Portfolio Selection’

Chair:

  • Boutalis Y., Professor, Dept. of Electrical & Computer Engineers, Democritus University of Thrace,  Greece
  • Elefhteriadis I., Associate Professor, Dept. of Business Administration, University of Macedonia, Greece
  • Arampatzis A., Assistant Professor, Dept. of Electrical & Computer Engineers, Democritus University of Thrace,  Greec
  • Loukeris N., Doctorate Research Associate, Democritus University of Thrace & University of Macedonia, Greece

Contact: Nikos Loukeris, nloukeris@uom.edu.gr  and nikosloukeris@gmail.com

Doctorate Research Associate, Democritus University of Thrace & University of Macedonia, Greece & Professor of Applications-Lab Cooperator Technological Educational Institute of Crete, depts. of i) Business Administratrion and ii) Engineers of Music Technology & Acoustics, Heraklion, 71000, Stavromenos and Rethymno, 74100, Perivolia, Greece

 

 

Scope of the Special Session:

 

The price volatility, under a heavy noise environment, seeks new investment opportunities. Current theoretical approaches often lack the accuracy of a dailly trader. Chartists and fundamental analysts compete to make the largest profit possible employing highly advanced financial models. The heuristics, by mimicing natural processes are able to provide new approaches to optimal Portfolio Selection considering the new trends in the domains of Deep Learning, Artificial Intelligence, Evolutionary Computation, Computational Intelligence, as well as the new developments in Portfolio Theory, Asset Allocation, Risk Management, and Behavioral Finance support new patterns of possible optimization.

 

Topics:

 

– 1. Deep Learning

– 2. Machine Learning

– 3. Artificial Intelligence

– 4. Heuristics

– 5. Evolutionary Computation

– 6. Computational Intelligence

– 7. Hybrid Systems

– 8. Portfolio Selection

– 9. Optimal Portfolio Management

– 10. Asset Allocation

– 11. Risk Management

– 12. Behavioral Finance