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 that benchmark and other portfolio determination methods, but only within examination window determined by low values of the Hurst exponent . Remark that the algorithm of is based on cumulant tensors up to the 6'th order , what is the novel idea.