Pareto multi-objective non-linear regression modelling to aid CAPM analogous forecasting
Fieldsend, Jonathan E.; Singh, Sameer
Date: 7 August 2002
Conference paper
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Publisher DOI
Abstract
Recent studies confront the problem of multiple error terms through summation. However this implicitly assumes prior knowledge of the problem's error surface. This study constructs a population of Pareto optimal Neural Network regression models to describe a market generation process in relation to the forecasting of its risk and return.
Recent studies confront the problem of multiple error terms through summation. However this implicitly assumes prior knowledge of the problem's error surface. This study constructs a population of Pareto optimal Neural Network regression models to describe a market generation process in relation to the forecasting of its risk and return.
Computer Science
Faculty of Environment, Science and Economy
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