Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns |
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Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (English)
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13 July 2020
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deep-learning
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neural network
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high-dimensionality
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portfolio optimization
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utility maximization
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GARCH
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Monte Carlo simulation
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