Pareto multiobjective nonlinear regression modelling to aid CAPM analogous forecasting
Jonathan Edward Fieldsend, Sameer Kumar Singh · 2003
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.