Recurrent neural network for dynamic portfolio selection (Q2493694)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5032981
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Recurrent neural network for dynamic portfolio selection |
scientific article; zbMATH DE number 5032981 |
Statements
Recurrent neural network for dynamic portfolio selection (English)
0 references
16 June 2006
0 references
neural network
0 references
dynamic portfolio selection
0 references
Elman network
0 references
cross-covariance matrices
0 references
vector autoregression (VAR)
0 references
0 references
0.7436966300010681
0 references
0.733020007610321
0 references
0.7230634093284607
0 references
0.7196705937385559
0 references
0.7150554060935974
0 references
