Anomalous returns in a neural network equity-ranking predictor
J. B. Satinover; D. Sornette
| Year of publication: |
2008
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|---|---|
| Authors: | Satinover, Jeffrey ; Sornette, Didier |
| Publisher: |
Genève : Swiss Finance Inst. |
| Subject: | Neuronale Netze | Neural networks | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Kapitaleinkommen | Capital income | Theorie | Theory |
| Description of contents: |
Using an artificial neura ...
|
freely available
| Extent: | Online-Ressource (PDF-Datei: 36 S., 2,32 MB) graph. Darst. |
|---|---|
| Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 08,15 Swiss Finance Institute Research Paper ; No. 08-15 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2139/ssrn.1155427 [DOI] |
| Classification: | G11 - Portfolio Choice ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C45 - Neural Networks and Related Topics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003961709