Further higher moments in portfolio selection and a priori detection of bankruptcy, under multi-layer perceptron neural networks, hybrid neuro-genetic MLPs, and the voted perceptron
Year of publication: |
October 2015
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Authors: | Loukeris, Nikolaos ; Eleftheriadis, Iordanis |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 20.2015, 4, p. 341-361
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Subject: | multi-layer perceptron | genetic algorithms | corporate finance | portfolio management | Theorie | Theory | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Insolvenz | Insolvency |
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