Recurrent neural network for dynamic portfolio selection (Q2493694): Difference between revisions
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Latest revision as of 00:24, 19 December 2024
scientific article
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English | Recurrent neural network for dynamic portfolio selection |
scientific article |
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Recurrent neural network for dynamic portfolio selection (English)
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16 June 2006
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neural network
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dynamic portfolio selection
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Elman network
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cross-covariance matrices
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vector autoregression (VAR)
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