Forthcoming Articles

International Journal of Financial Engineering and Risk Management

International Journal of Financial Engineering and Risk Management (IJFERM)

Forthcoming articles have been peer-reviewed and accepted for publication but are pending final changes, are not yet published and may not appear here in their final order of publication until they are assigned to issues. Therefore, the content conforms to our standards but the presentation (e.g. typesetting and proof-reading) is not necessarily up to the Inderscience standard. Additionally, titles, authors, abstracts and keywords may change before publication. Articles will not be published until the final proofs are validated by their authors.

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International Journal of Financial Engineering and Risk Management (One paper in press)

Regular Issues

  • Portfolio Optimisation in Modular Neural and Hybrid Models   Order a copy of this article
    by Nikolaos Loukeris, G. Gikas 
    Abstract: The Modular (MDN) Neural Nets with Hybrids that convolute them to GAs elaborated under the portfolio optimisation problem. A series of sub-problems were analysed in terms of the: a) patterns of behaviour on speculators, b) effect of Chaos Entropy to express investor patterns in SDEs over the returns fluctuations in Fractal Market Hypothesis, c) identification of the best MDN classifier among 40 MDN neural and hybrids fit for portfolio selection. The portfolio selection is advanced implementing novel approaches to the market metrics that represent objectively the investors' preferences, the herding phenomena, and the optimal evaluation of assets in the markets.
    Keywords: Modular Neural Networks; Genetic Algorithms; Portfolio Selection; Chaos; Entropy; Epicurus; Aristotle; Logic; Free Will; Eudaimonia.
    DOI: 10.1504/IJFERM.2025.10074188