Pages that link to "Item:Q5139230"
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The following pages link to Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230):
Displaying 5 items.
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
- Lifetime consumption and investment with housing, deferred annuities and home equity release (Q5068075) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
- Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
- End-to-end risk budgeting portfolio optimization with neural networks (Q6589084) (← links)
