Optimizing Portfolio in the Evolutional Portfolio Optimization System (EPOS)

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.

Keywords

• higher moments
• Isoelastic Utility Function
• Jordan–Elman networks
• recurrent networks
• time-lag recurrent networks
• MLP