Prediction-based portfolio optimization model using neural networks.
Fábio Darios FreitasAlberto F. De SouzaAilson R. de AlmeidaPublished in: Neurocomputing (2009)
Keyphrases
- optimization model
- neural network
- prediction model
- optimization process
- prediction accuracy
- neural network ensemble
- fuzzy logic
- artificial neural networks to predict
- prediction error
- pattern recognition
- neural network model
- artificial neural networks
- prediction algorithm
- construction project
- recurrent neural networks
- decision making
- neural networks and support vector machines
- short term prediction
- multilayer perceptron
- back propagation
- multi layer
- network flow
- radial basis function neural network
- financial time series
- data sets