Pareto multi-objective non-linear regression modelling to aid CAPM analogous forecasting
Fieldsend, Jonathan E.
Institute of Electrical and Electronics Engineers (IEEE)
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.
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2002 International Joint Conference on Neural Networks (IJCNN '02), Honolulu, Hawaii, 12-17 May 2002
Porceedings of the 2002 International Joint Conference on Neural Networks (IJCNN '02), vol. 1, pp. 388 - 393