| 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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