Portfolio optimization based on negative correlation ensemble learning

MaRDI QIDQ4986036zbMATH OpenFDO

Authors Donghai Wang, Jihang Ni, Huimin Zhao, Long Qian

Publication date 26 April 2021

zbMATH Keywords

ensemble learningnegative correlation learningportfolio optimization

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Portfolio theory (91G10)

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Cited in

(1)

• scientific article; zbMATH DE number 7267180 (Why is no real title available?)

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