Selecting Optimal Portfolio in Generalized Feed Forward networks and Support vector machines hybrids
Authors: Loukeris, Nikolaos 
Gikas, Grigorios 
Eleftheriadis, Iordanis 
Publisher: IEEE
Issue Date: 1-Jan-2021
Conference: International Conference on Computational Science and Computational Intelligence (CSCI 2021), 15-17 December 2021, Las Vegas, USA 
Book: Proceedings of the 2021 International Conference on Computational Science and Computational Intelligence, CSCI 2021 
Keywords: Generalized feed forward, Genetic algorithms, Hedge management, Hybrid networks, Portfolio optimization, Support vector machines
Abstract: 
We evaluate the performance of 70 Generalized Feed Forward and 14 Support Vector Machines models of plain and hybrid form to define the optimal classifier in portfolio selection.
ISBN: 978-1-6654-5841-2
DOI: 10.1109/CSCI54926.2021.00151
URI: https://uniwacris.uniwa.gr/handle/3000/2229
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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