Resolving a portfolio optimization problem with investment timing through using the analytic hierarchy process, support vector regression and a genetic algorithm.
Chih-Ming HsuPublished in: Int. J. Comput. Intell. Syst. (2018)
Keyphrases
- support vector regression
- genetic algorithm
- optimal parameters
- regression model
- support vector
- hybrid model
- hybrid genetic
- support vector machine svm
- wavelet frame
- support vector classification
- extreme learning machine
- kernel function
- response surface methodology
- neural network
- electronic equipment
- multi objective
- nonlinear regression
- fuzzy logic
- support vector machine
- fitness function
- genetic algorithm ga
- metaheuristic
- simulated annealing
- evolutionary algorithm
- artificial neural networks
- pattern recognition
- genetic programming