Self organized features maps SOFM and hybrid neuro-genetic SOFMs in optimal portfolio management
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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