| Authors: | Loukeris, Nikolaos Chalamandaris, George Eleftheriadis, Iordanis |
| Publisher: | IEEE |
| Issue Date: | 1-Dec-2019 |
| Conference: | 6th Annual Conference on Computational Science and Computational Intelligence (CSCI 2019), 5-7 December 2019, Las Vegas, Nevada |
| Book: | Conference Proceedings of the 6th Annual Conference on Computational Science and Computational Intelligence (CSCI 2019) |
| Keywords: | Genetic algorithms, Hedge management, Hybrid networks, Portfolio optimization, Self organized feature maps |
| Abstract: | 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. |
| ISBN: | 978-1-7281-5584-5 |
| DOI: | 10.1109/CSCI49370.2019.00057 |
| URI: | https://uniwacris.uniwa.gr/handle/3000/2211 |
| Type: | Conference Paper |
| Department: | Department of Business Administration |
| School: | School of Administrative, Economics and Social Sciences |
| Affiliation: | University of West Attica (UNIWA) |
| Appears in Collections: | Book Chapter / Κεφάλαιο Βιβλίου |
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