Portfolio selection in hybrid Radial Basis Functions.
N. LoukerisI. EleftheriadisEfstratios LivanisPublished in: IISA (2014)
Keyphrases
- radial basis function
- portfolio selection
- rbf network
- neural network
- support vector
- function approximation
- basis functions
- generalization capabilities
- financial markets
- multilayer perceptron
- artificial neural networks
- multiple objectives
- support vector machine svm
- support vector machine
- optimal portfolio
- text classification
- data points
- dynamic programming
- activation function
- multi objective
- robust optimization
- objective function
- implicit surfaces
- image processing
- data mining