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Pareto Multi-Objective Non-Linear Regression Modelling to Aid CAPM Analogous Forecasting (2002)  (Make Corrections)  (9 citations)
Jonathan E. Fieldsend and Sameer Singh PANN Research Group, Department of...



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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. (Update)

Context of citations to this paper:   More

.... data structures and methods introduced in this study are currently being applied to the evolution of neural network forecasting models [34], information retrieval and the optimisation of safety critical systems. ACKNOWLEDGEMENTS Jonathan Fieldsend gratefully acknowledges...

.... two and (to the author s knowledge) only studies using a MOEA to train a population of multi objective NNs are those by Fieldsend and Singh [18] and Kupinski and Anastasio [30] In [18] a version of the strength Pareto evolutionary algorithm [58] was used to generate an...

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BibTeX entry:   (Update)

J.E. Fieldsend and S. Singh. Pareto MultiObjective Non-Linear Regression Modelling to Aid CAPM Analogous Forecasting. In Proc. IEEE Intl. Conf. on Computational Intelligence for Financial Engineering , 2002. (submitted). http://citeseer.ist.psu.edu/fieldsend02pareto.html   More

@misc{ fieldsend02pareto,
  author = "J. Fieldsend and S. Singh",
  title = "Pareto MultiObjective Non-Linear Regression Modelling to Aid CAPM Analogous
    Forecasting",
  text = "J.E. Fieldsend and S. Singh. Pareto MultiObjective Non-Linear Regression
    Modelling to Aid CAPM Analogous Forecasting. In Proc. IEEE Intl. Conf. on
    Computational Intelligence for Financial Engineering , 2002. (submitted).",
  year = "2002",
  url = "citeseer.ist.psu.edu/fieldsend02pareto.html" }
Citations (may not include all citations):
191   An Overview of Evolutionary Algorithms in Multiobjective Opt.. - Fonseca, Fleming - 1995
142   Multiple objective optimization with vector evaluated geneti.. (context) - Schaffer - 1985  ACM   DBLP
127   A Niched Pareto Genetic Algorithm for Multiobjective Optimiz.. - Horn, Nafpliotis et al. - 1994
91   A Comprehensive Survey of Evolutionary-Based Multiobjective .. - Coello - 1999
54   Multiobjective Evolutionary Algorithms: Analyzing the State-.. - Van Veldhuizen, Lamont - 2000  DBLP
46   Principles of Corporate Finance (context) - Brealey, Myers - 1996
26   Neural Networks in Financial Engineering: A Study in Methodo.. (context) - Refenes, Burgess et al. - 1997
15   Error measures for generalizing about forecasting methods: E.. - Armstrong, Collopy - 1992
14   Multiobjective Genetic Optimization of Diagnostic Classifier.. - Kupinski, Anastasio - 1999
11   How Effective are Neural Networks at Forecasting and Predict.. (context) - Adya, Collopy - 1998
8   Forecasting the Economy with Neural Nets: A survey of Challe.. (context) - Moody - 1998
8   Extensions to the Strength Pareto Evolutionary Algorithm - Fieldsend, Everson et al. - 2001
7   Some Rapid Approximate Statistical Procedures (context) - Wilcoxon, Wilcox - 1964
7   Comparitive Study of Stock Trend Prediction Using Time Delay (context) - Saad, Prokhorov et al. - 1998
6   A neural network approach to multiobjective optimization for.. (context) - Wen, Lee - 1998
6   Essentials of Econometrics (context) - Gujarati - 1992
6   Time dependant Directional Profit Model for Financial Time S.. (context) - Yao, Tan - 2000
6   Multiobjective neural network for image reconstruction (context) - Wang, Wahl - 1997
6   The profitability of trading volatility using real-valued an.. - Tino, Schittenkopf et al. - 2000
5   Estimation and Testing (context) - Bera, Higgins et al. - 1993
4   Non-linear ARCH Volatility Estimation Using Neural Networks (context) - Fieldsend - 1999
3   Manuel D'conomie Politique (context) - Pareto - 1927



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