Evaluating hedge fund downside risk using a multi-objective neural network.
Zhaoquan CaiGuangcai ChenLining XingJinghui YangXu TanPublished in: J. Vis. Commun. Image Represent. (2019)
Keyphrases
- multi objective
- neural network
- evolutionary algorithm
- genetic algorithm
- optimization algorithm
- multi objective optimization
- investment strategies
- objective function
- risk assessment
- multiple objectives
- particle swarm optimization
- decision making
- artificial neural networks
- fuzzy logic
- back propagation
- evolutionary optimization
- bi objective
- multiobjective optimization
- risk factors
- neural network is trained
- risk management
- multi objective optimization problems
- nsga ii
- conflicting objectives
- pattern recognition
- feed forward
- training process
- multiobjective evolutionary algorithm
- risk measures
- fault diagnosis
- neural network model
- multi objective evolutionary algorithms
- maximum entropy
- high risk
- recurrent neural networks
- network architecture
- multilayer perceptron
- portfolio selection
- activation function
- investment decisions
- fuzzy artmap
- bp neural network
- expert systems
- multi criteria
- multi objective evolutionary
- multiagent evolutionary algorithm