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This category includes resources on artificial intelligence technologies such as expert systems, fuzzy systems, natural language processing, speech recognition, pattern recognition, computer vision, decision-support systems, knowledge bases, and neural networks." }, "prefLabel" : [ { "@language" : "en", "@value" : "Artificial Intelligence" }, { "@language" : "el", "@value" : "Τεχνητή νοημοσύνη" } ], "relatedMatch" : [ "http://id.loc.gov/authorities/subjects/sh85031234", "http://id.loc.gov/authorities/subjects/sh85079324" ] }, { "@id" : "http://semantics.gr/authorities/openarchives-item-types/metaptyxiakh-ergasia", "@type" : "skos:Concept", "broader" : "http://semantics.gr/authorities/openarchives-item-types/Research-Paper-", "exactMatch" : "http://vocab.getty.edu/aat/300077723", "prefLabel" : [ { "@language" : "en", "@value" : "Master thesis" }, { "@language" : "el", "@value" : "Μεταπτυχιακή εργασία" } ] }, { "@id" : "https://www.openarchives.gr/aggregator-openarchives/edm/aggregation/provider/000004-2159_27419%231", "@type" : "ore:Aggregation", "aggregatedCHO" : "https://www.openarchives.gr/aggregator-openarchives/edm/psepheda/000004-2159_27419", "dataProvider" : "Πανεπιστήμιο Μακεδονίας", "isShownAt" : "https://dspace.lib.uom.gr/handle/2159/27419", "provider" : "Greek Aggregator OpenArchives.gr | National Documentation Centre (EKT)", "rights" : "http://creativecommons.org/licenses/by-nc-sa/4.0/" }, { "@id" : "https://www.openarchives.gr/aggregator-openarchives/edm/psepheda/000004-2159_27419", "@type" : "edm:ProvidedCHO", "contributor" : { "@language" : "el", "@value" : "Χρήστου-Βαρσακέλης, Δημήτριος" }, "creator" : { "@language" : "el", "@value" : "Μπανάτας, Ιωάννης" }, "description" : [ { "@language" : "en", "@value" : "Made available in DSpace on 2022-09-05T09:51:40Z (GMT). No. of bitstreams: 2\nlicense_rdf: 1031 bytes, checksum: 934f4ca17e109e0a05eaeaba504d7ce4 (MD5)\nBanatasIoannisMsc2022.pdf: 1455482 bytes, checksum: 856a1efdbfe64cfe5a4381215f55f21c (MD5)\n Previous issue date: 2022-09-04" }, { "@language" : "en", "@value" : "This thesis proposes a stock portfolio optimization method that is simple, scalable,\nand efficient compared to other proposed strategies from the literature, while significantly\noutperforming the market. We discuss the survivor bias effect that affects\ndatasets composed of historical information on stock prices and how that can distort\nresults and hinder the proper evaluation of any portfolio optimization strategy. Our\napproach uses a screening tool to select stocks out of a large pool. The screener’s\nparameters are optimized on a training dataset. We then construct a portfolio which\nweights stocks so as to minimize the correlation of the selected stocks. We also incorporate\na \"trigger\" mechanism for identifying downturns in stock prices in a way\nthat informs our trading decisions. Using multiple testing periods of 14, 17 and\n20 years, our strategy surpassed the S&P500 index and outperformed many similar\nstudies. Overall, this work shows that a simpler, more fundamental approach can\noftentimes perform better than complex models." }, { "@language" : "el", "@value" : "Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2022." }, { "@language" : "en", "@value" : "Approved for entry into archive by Κυριακή Μπαλτά (balta@uom.gr) on 2022-09-05T09:51:39Z (GMT) No. of bitstreams: 2\nlicense_rdf: 1031 bytes, checksum: 934f4ca17e109e0a05eaeaba504d7ce4 (MD5)\nBanatasIoannisMsc2022.pdf: 1455482 bytes, checksum: 856a1efdbfe64cfe5a4381215f55f21c (MD5)" }, { "@language" : "en", "@value" : "Submitted by ΙΩΑΝΝΗΣ ΜΠΑΝΑΤΑΣ (aid20007@uom.edu.gr) on 2022-09-04T10:03:55Z\nNo. of bitstreams: 2\nlicense_rdf: 1031 bytes, checksum: 934f4ca17e109e0a05eaeaba504d7ce4 (MD5)\nBanatasIoannisMsc2022.pdf: 1455482 bytes, checksum: 856a1efdbfe64cfe5a4381215f55f21c (MD5)" } ], "identifier" : "http://dspace.lib.uom.gr/handle/2159/27419", "publisher" : { "@language" : "el", "@value" : "Πανεπιστήμιο Μακεδονίας" }, "dc:rights" : [ { "@language" : "el", "@value" : "Αναφορά Δημιουργού - Μη Εμπορική Χρήση - Παρόμοια Διανομή 4.0 Διεθνές" }, { "@language" : "en", "@value" : "http://creativecommons.org/licenses/by-nc-sa/4.0/" } ], "subject" : "http://semantics.gr/authorities/EKT-voc-classifier/605963148", "dc:subject" : [ { "@language" : "en", "@value" : "Stock market" }, { "@language" : "en", "@value" : "markowitz" }, { "@language" : "en", "@value" : "Survivor bias" }, { "@language" : "en", "@value" : "Stock portfolio" }, { "@language" : "en", "@value" : "Screener" }, { "@language" : "en", "@value" : "Machine learning" }, { "@language" : "en", "@value" : "Stock market simulation" }, { "@language" : "en", "@value" : "Optimizaton" } ], "title" : { "@language" : "en", "@value" : "A simple stock screener framework for portfolio optimization" }, "type" : "http://semantics.gr/authorities/openarchives-item-types/metaptyxiakh-ergasia", "dc:type" : [ { "@language" : "en", "@value" : "Electronic Thesis or Dissertation" }, { "@language" : "en", "@value" : "Text" } ], "created" : "2022-09-05T09:51:40Z" } ], "@context" : { "rights" : { "@id" : "http://www.europeana.eu/schemas/edm/rights", "@type" : "@id" }, "provider" : { "@id" : "http://www.europeana.eu/schemas/edm/provider" }, "isShownAt" : { "@id" : "http://www.europeana.eu/schemas/edm/isShownAt", "@type" : "@id" }, "dataProvider" : { "@id" : "http://www.europeana.eu/schemas/edm/dataProvider" }, "aggregatedCHO" : { "@id" : "http://www.europeana.eu/schemas/edm/aggregatedCHO", "@type" : "@id" }, "type" : { "@id" : "http://purl.org/dc/elements/1.1/type", "@type" : "@id" }, "contributor" : { "@id" : "http://purl.org/dc/elements/1.1/contributor" }, "description" : { "@id" : "http://purl.org/dc/elements/1.1/description" }, "subject" : { "@id" : "http://purl.org/dc/elements/1.1/subject", "@type" : "@id" }, "identifier" : { "@id" : "http://purl.org/dc/elements/1.1/identifier" }, "title" : { "@id" : "http://purl.org/dc/elements/1.1/title" }, "creator" : { "@id" : "http://purl.org/dc/elements/1.1/creator" }, "publisher" : { "@id" : "http://purl.org/dc/elements/1.1/publisher" }, "created" : { "@id" : "http://purl.org/dc/terms/created" }, "exactMatch" : { "@id" : "http://www.w3.org/2004/02/skos/core#exactMatch", "@type" : "@id" }, "broader" : { "@id" : "http://www.w3.org/2004/02/skos/core#broader", "@type" : "@id" }, "prefLabel" : { "@id" : "http://www.w3.org/2004/02/skos/core#prefLabel" }, "relatedMatch" : { "@id" : "http://www.w3.org/2004/02/skos/core#relatedMatch", "@type" : "@id" }, "note" : { "@id" : "http://www.w3.org/2004/02/skos/core#note" }, "closeMatch" : { "@id" : "http://www.w3.org/2004/02/skos/core#closeMatch", "@type" : "@id" }, "ore" : "http://www.openarchives.org/ore/terms/", "owl" : "http://www.w3.org/2002/07/owl#", "svcs" : "http://rdfs.org/sioc/services#", "skos" : "http://www.w3.org/2004/02/skos/core#", "rdfs" : "http://www.w3.org/2000/01/rdf-schema#", "rdaGr2" : "http://rdvocab.info/ElementsGr2/", "edm" : "http://www.europeana.eu/schemas/edm/", "ekt" : "https://www.semantics.gr/authorities/schemanamespaces/ekt#", "doap" : "http://usefulinc.com/ns/doap#", "rdf" : "http://www.w3.org/1999/02/22-rdf-syntax-ns#", "xalan" : "http://xml.apache.org/xalan", "dcterms" : "http://purl.org/dc/terms/", "wgs84_pos" : "http://www.w3.org/2003/01/geo/wgs84_pos#", "foaf" : "http://xmlns.com/foaf/0.1/", "crm" : "http://www.cidoc-crm.org/rdfs/cidoc_crm_v5.0.2_english_label.rdfs#", "dc" : "http://purl.org/dc/elements/1.1/" } }