Pages that link to "Item:Q2493694"
From MaRDI portal
The following pages link to Recurrent neural network for dynamic portfolio selection (Q2493694):
Displaying 10 items.
- Portfolio selection using neural networks (Q856694) (← links)
- Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN (Q2101985) (← links)
- Portfolio construction using bootstrapping neural networks: evidence from global stock market (Q2211012) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Time-varying mean-variance portfolio selection problem solving via LVI-PDNN (Q2669682) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
- (Q5026291) (← links)
- Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas (Q6160196) (← links)
- Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach (Q6160277) (← links)