投资组合收益反应（PYR）模型中的最优投资

Q4 Business, Management and Accounting

Journal of Risk and Financial Management Pub Date : 2024-08-22 DOI:10.3390/jrfm17080376

Nikolaos Loukeris, Iordanis Eleftheriadis

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引用次数: 0

摘要

我们对过去的投资组合收益率反应模型（PYR）进行了改进，提供了一个具有竞争力的系统，将分类信息和基本面渗透到高级高阶矩中，在智能计算的辅助下支持更客观的投资组合选择。PYR模型系统可从会计和财务报表的大数据中搜索隐藏的公司业绩原型。PYR模型限制恶意模式，如骗局、噪音和操纵，并将其纳入新颖的最优投资组合选择方法中。

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Optimal Investments in the Portfolio Yield Reactive (PYR) Model

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.

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