Combining Argumentation and Hybrid EvolutionarySystems in a Portfolio Construction Application

1st International Workshop on Combinations of Intelligent Methods and Applications

Nikolaos Spanoudakis ; Konstantina Pendaraki ; Grigorios Beligiannis

Others  :  http://CEUR-WS.org/Vol-375/paper11.pdf
PID  :  46810

来源: CEUR

【 摘 要 】

In this paper we present an application for the construction of mutual fund portfolios. It is based on acombination of Intelligent Methods, namely an argumentation based decision making framework and a forecasting algorithm combining Genetic Algorithms (GA), MultiModel Partitioning (MMP) theory and Extended Kalman Filters (EKF). The argumentation framework is employed in order to develop mutualfunds performance models and to select a small set of mutualfunds, which will compose the final portfolio. The forecasting algorithm is employed in order to forecast the market status (inflating or deflating) for the next investment period. The knowledge engineering approach and application development steps are also discussed.