A neural network model on solving multiobjective Conditional Value-at-Risk

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 3174, Issue , 2004, Pages 1000-1006

  Jiang, Min ^a   Meng, Zhiqing ^b   Hu, Qiying ^c  

^a XIDIAN UNIVERSITY   (China)

^b ZHEJIANG UNIVERSITY OF TECHNOLOGY   (China)

^c SHANGHAI UNIVERSITY   (China)

Author keywords

Credit risk; Loss functions; Pareto efficient solutions; CVaR

Indexed keywords

NEURAL NETWORKS; PARETO PRINCIPLE; RISK ASSESSMENT; RISK MANAGEMENT; VALUE ENGINEERING;

APPROXIMATE SOLUTION; CONDITIONAL VALUE-AT-RISK; CREDIT RISKS; LOSS FUNCTIONS; MULTI-OBJECTIVE PROBLEM; NEURAL NETWORK MODEL; NONLINEAR NEURAL NETWORKS; PARETO EFFICIENT SOLUTIONS;

PROBLEM SOLVING;

EID: 33744944597     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-28648-6_159     Document Type: Article

References (4)

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4. G.Joya, MA.Atencia, F.SandovaL Hopfield neural networks for optimizatiom: study of the different dynamics. Neurocomputing 43(2002)219-237