Assessing project portfolio risk via an enhanced GA-BPNN combined with PCA.
Libiao BaiChaopeng SongXinyu ZhouYuanyuan TianLan WeiPublished in: Eng. Appl. Artif. Intell. (2023)
Keyphrases
- portfolio management
- principal component analysis
- portfolio optimization
- genetic algorithm ga
- genetic algorithm
- investment decisions
- decision making
- portfolio selection
- artificial neural networks
- principal components
- independent component analysis
- case study
- back propagation neural network
- dimensionality reduction
- principle component analysis
- dimension reduction
- principal components analysis
- fitness function
- high dimensional
- feature extraction
- software development
- neural network
- evolutionary algorithm
- portfolio theory
- investment strategies
- efficient frontier
- var model
- risk assessment
- project management
- optimization method
- metaheuristic
- simulated annealing
- k means