Evolutionary algorithm with a regression model for multiobjective minimization of systemic risk in financial systems.
Krzysztof MichalakPublished in: Soft Comput. (2024)
Keyphrases
- regression model
- evolutionary algorithm
- multi objective
- risk management
- multi objective optimization
- optimization algorithm
- generalized linear models
- objective function
- optimization problems
- particle swarm optimization
- kernel regression
- differential evolution
- prediction model
- linear regression model
- gaussian process
- multiobjective optimization
- multiple objectives
- genetic algorithm
- nsga ii
- linear model
- risk assessment
- regression methods
- locally weighted
- explanatory variables
- multiobjective evolutionary algorithms
- regression analysis
- survival analysis
- fitness function
- genetic programming
- artificial neural networks