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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