Bias-regularised Neural-Network Metamodelling of Insurance Portfolio Risk.
Wei LuoAkib MashrurAntonio Robles-KellyGang LiPublished in: IJCNN (2020)
Keyphrases
- neural network
- risk management
- portfolio optimization
- portfolio management
- decision making
- investment decisions
- investment strategies
- pattern recognition
- portfolio selection
- risk analysis
- risk assessment
- back propagation
- portfolio theory
- risk measures
- multi layer
- network model
- var model
- market data
- efficient frontier
- asset allocation
- learning vector quantization
- high risk
- associative memory
- self organizing maps
- decision support system
- neural nets
- project management
- recurrent neural networks
- neural network is trained
- genetic algorithm
- early warning
- network architecture
- feed forward
- minimum risk
- neural network model
- optimal portfolio
- fault diagnosis
- image reconstruction from projections