Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction (Q6494339)
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scientific article; zbMATH DE number 7840000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction |
scientific article; zbMATH DE number 7840000 |
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Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction (English)
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30 April 2024
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portfolio selection
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optimization
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mean reversion
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time-series prediction
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LSTM
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