The Evolving Returns Integrated System - ERIS

Three Neuro-Genetic Hybrids are examined to resolve various issues of the modern portfolio theory: i) the investor behavior, ii) the depiction of behavior in the stochastic differential equations to describe the price efficiently under the new trends of Chaotic Dynamics by Tsallis Statistics on entropy into Fractal Market Hypothesis, iii) the selection of the optimal classifier between 22 Modular, 22 Jordan-Elman and 22 Generalised FeedForward hybrid models to optimize investment portfolia.