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CONTROL OF CORPORATE OWNERSHIP IN THE EVOLUTIONAL PORTFOLIO INTELLIGENT COMPLEX OPTIMIZATION (EPICO) MODEL
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Iordanis Eleftheriadis 
, Nikolaos Loukeris
Abstract
We introduce a new methodology that incorporates advanced higher moments evaluation in a new approach of the Portfolio Selection problem, supported by effective Computational Intelligence models. The Evolutional Portfolio Intelligent Complex Optimization (EPICO) model extracts hidden patterns out of the numerous accounting data and financial statements filtering misguiding effects such as noise or fraud, offering an optimal portfolio selection method.
Keywords: Isoelastic Utility Finction, Higher moments, Recurrent Neural Networks, Time-Lag Recurrent Neural Networks, Jordan-Elman Neural Networks, MLP, Hybrid Networks, Genetic Algorithms, Portfolio Optimization
Received: 27.03.2017
Accepted: 02.06.2017
How to cite this paper: Loukeris, N., & Eleftheriadis, I. (2017). Control of corporate ownership in the evolutional portfolio intelligent complex optimization (EPICO) model. Corporate Ownership & Control, 14(4-1), 301-313. https://doi.org/10.22495/cocv14i4c1art12
