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Using fuzzy-neural network to predict hedge fund survival
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 Title & Authors
Using fuzzy-neural network to predict hedge fund survival
Lee, Kwang Jae; Lee, Hyun Jun; Oh, Kyong Joo;
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For the effects of the global financial crisis cause hedge funds to have a strong influence on financial markets, it is needed to study new approach method to predict hedge fund survival. This paper proposes to organize fuzzy neural network using hedge fund data as input to predict hedge fund survival. The variables of hedge fund data are ambiguous to analyze and have internal uncertainty and these characteristics make it challenging to predict their survival from the past records. The object of this study is to evaluate the predictability of fuzzy neural network which uses grades of membership to predict survival. The results of this study show that proposed system is effective to predict the hedge funds survival and can be a desirable solution which helps investors to support decision-making.
Fuzzy neural network;hedge fund;survival prediction;
 Cited by
딥러닝 모형의 복잡도에 관한 연구,김동하;백규승;김용대;

Journal of the Korean Data and Information Science Society, 2017. vol.28. 6, pp.1217-1227 crossref(new window)
재무비율을 활용한 포트폴리오 최적화 전략,최정용;김지우;오경주;

Journal of the Korean Data and Information Science Society, 2017. vol.28. 6, pp.1481-1500 crossref(new window)
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