Modeling Hedge Fund Performance Using Neural Network Models
Hedge fund performance is modeled from publically available data using feed-forward neural networks trained using a resilient backpropagation algorithm. The neural network’s performance is then compared with linear regression models. Additionally, a stepwise factor regression approach is introduced...
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| Language: | en_ca |
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2012
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| Online Access: | http://hdl.handle.net/1807/32497 |