Multifactor Modelling with Regularization

  • Ventsislav Nikolov
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 9883)


In this paper a multifactor modeling software system is described for building of a polynomial formula by a genetic algorithm. Thus a target variable is modeled by a subset of available explanatory variables represented as discrete time series. The proposed approach is improved by regularization in order to avoid the problem of overfitting.


Multifactor Polynomial formula Basis functions Genetic algorithm Least squares regression Regularization 


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Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  1. 1.EuroRisk Systems Ltd.VarnaBulgaria

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