Before revision:   It was shown that the algorithm gives the investment portfolios that are on average better than portfolios achieved by other methods, as well as than the proposed benchmark . Remark that the algorithm of is based on cumulant tensors up to the 6'th order  , what is the novel idea.
After revision:  It was shown that the algorithm gives the investment portfolios that are on average better than portfolios achieved by other methods, as well as than the proposed benchmark . Remark that the algorithm of is based on cumulant tensors up to the 6'th order calculated for a multidimensional random variable , what is the novel idea.