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Financial decision support with hybrid genetic and neural based modeling tools

โœ Scribed by Ned Kumar; Ravindra Krovi; Balaji Rajagopalan

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
834 KB
Volume
103
Category
Article
ISSN
0377-2217

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โœฆ Synopsis

This paper presents a comparative investigation of hybrid genetic classifiers vis-a-vis neural classifiers and statistical models in the financial domain. It is hypothesized that the proposed hybrid genetic classifier will perform better than the statistical counterpart. We provide a brief overview of the hybrid genetic classifier and discuss the design issues when applied to developing classification models for financial decision support. Further, the models are tested on a liquidationmerger problem. Results are consistent with the hypothesized premise. The proposed genetic classifiers outperform the statistical model. Implications of the comparison and issues for future research are addressed.

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