Title :
Hybrid Jordan Elman nets in portfolio selection
Author :
N. Loukeris;Y. Boutalis;S. Livanis;A. Arampatzis;L. Maltoudoglou
Author_Institution :
University of Macedonia, Department of Business Administration, Thessaloniki, Greece
fDate :
7/1/2015 12:00:00 AM
Abstract :
We examine the efficiency of various Jordan Elman models either in neural or in hybrid neuro-genetic networks form to conclude on an optimal model that will be valuable in portfolio selection. The Jordan and Elman neural networks on a hybrid form of genetic algorithms optimization, in a specific topology, outperformed all the other Jordan Elman models and the financial evaluation of corporations had excellent results.
Keywords :
"Computers","Genetic algorithms","Finance","Nonlinear optics","Recurrent neural networks"
Conference_Titel :
Information, Intelligence, Systems and Applications (IISA), 2015 6th International Conference on
DOI :
10.1109/IISA.2015.7387996