Portfolio selection based on a nonlinear neural network: An application on the Istanbul Stock Exchange (ISE30)

DOI10.31801/cfsuasmas.443670zbMath1489.91242OpenAlexW2935693774WikidataQ128114944 ScholiaQ128114944MaRDI QIDQ5085738

Turkan Erbay Dalkilic, Ilgım Yaman

Publication date: 27 June 2022

Published in: Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.31801/cfsuasmas.443670

zbMATH Keywords

portfolio optimizationnonlinear neural networkISE-30

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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