Portfolio optimization based on artificial neural network and GARCH-EVT-copula models (Q6535937)
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scientific article; zbMATH DE number 7816870
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| English | Portfolio optimization based on artificial neural network and GARCH-EVT-copula models |
scientific article; zbMATH DE number 7816870 |
Statements
Portfolio optimization based on artificial neural network and GARCH-EVT-copula models (English)
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13 March 2024
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portfolio optimization
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artificial neural network
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copula models
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GARCH models
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extreme value theory
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0.779409646987915
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0.7063866853713989
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0.7026336193084717
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0.7022290229797363
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