最优投资组合管理中的自组织特征映射SOFM和混合神经遗传SOFM

2019 International Conference on Computational Science and Computational Intelligence (CSCI) Pub Date : 2019-12-01 DOI:10.1109/CSCI49370.2019.00057

N. Loukeris, George Chalamandaris, I. Eleftheriadis

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引用次数: 1

摘要

我们研究了自组织特征映射在60种不同的普通和混合形式模型中的最优性能，以定义最优分类器。并将其应用于对冲方面的一个新的最优投资组合选择模型。

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Self Organized Features Maps SOFM and Hybrid Neuro-Genetic SOFMs in Optimal Portfolio Management

We investigate the optimal performance of Self Organized Feature Maps in 60 different models of plain and hybrid form to define the optimal classifier. We also apply it on a novel model of optimal portfolio selection in hedging aspects.

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来源期刊

2019 International Conference on Computational Science and Computational Intelligence (CSCI)

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