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Lai, K. K., Yu, L., & Wang, S. (2006). Mean-Variance-Skewness-Kurtosis-Based Portfolio Optimization. In First International Multi-Symposiums on Computer and Computational Sciences (IMSCCS’06) (pp. 292-297). IEEE.
https://doi.org/10.1109/imsccs.2006.239

has been cited by the following article:

• TITLE: The Intelligent Portfolio Performance Optimization System (IPPOS)

  AUTHORS: Nikolaos Loukeris, Iordanis Eleftheriadis

  KEYWORDS: Integrated Systems, Generalized Feedforward Networks, Jordan & Elman Network, Genetic Algorithms, Finance, Portfolio Optimization, Logic, Free Will, Eudaimonia, Epicurus, Aristotle

  JOURNAL NAME: Theoretical Economics Letters, Vol.14 No.5, September 12, 2024

  ABSTRACT: The stock returns are vulnerable to manipulation of peculiar forms. We propose a novel method, the Intelligent Portfolio Performance Optimization System—IPPOS that extracts hidden patterns from the vast accounting data, financial statements, and other values, elaborating them on a new Jordan Elman hybrid network to provide safer financial evaluations. The free will problem is answered in the specialization of portfolio selection.