Open AccessSelecting Optimal Portfolio in Generalised Feed Forward Networks And Self Organized Features Maps Hybrids
Publication year - 2020
Publication title -
international journal of economics and statistics
Language(s) - English
Resource type - Journals
ISSN - 2309-0685
DOI - 10.46300/9103.2020.8.3
Subject(s) - feed forward , portfolio , computer science , feedforward neural network , classifier (uml) , hybrid , artificial intelligence , mathematical optimization , mathematics , artificial neural network , engineering , economics , control engineering , financial economics , botany , biology
We evaluate the performance of 70 Generalised FeedForward and 60 Self Organized Feature Maps models of plainand hybrid form to define the optimal classifier in portfolioselection. We also apply it on a novel model of optimal portfolioselection in hedging aspects.