Pages that link to "Item:Q1278067"
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The following pages link to Portfolio optimization with a neural network implementation of the coherent market hypothesis (Q1278067):
Displaying 9 items.
- Portfolio decisions and brain reactions via the CEAD method (Q316742) (← links)
- Portfolio selection using neural networks (Q856694) (← links)
- A bibliography of neural network business applications research: 1994--1998 (Q1579012) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Non-parametric regression methods (Q2468374) (← links)
- Portfolio selection based on a nonlinear neural network: An application on the Istanbul Stock Exchange (ISE30) (Q5085738) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- Portfolio optimization for cointelated pairs: SDEs vs Machine learning (Q5156840) (← links)
- Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711) (← links)
