Neural network-based mean-variance-skewness model for portfolio selection
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Publication:2384581
DOI10.1016/j.cor.2006.02.012zbMath1139.91347OpenAlexW2013704165MaRDI QIDQ2384581
Lean Yu, Shou-Yang Wang, Kin Keung Lai
Publication date: 10 October 2007
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2006.02.012
trading strategyforecastingportfolio selectionrisk preferenceradial basis function neural networkMean-variance-skewness model
Optimality conditions and duality in mathematical programming (90C46) Neural networks for/in biological studies, artificial life and related topics (92B20) Portfolio theory (91G10)
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