Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions
Year of publication: |
2022
|
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Authors: | Barua, Ronil ; Sharma, Anil Kumar |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-7
|
Subject: | Black-Litterman | Deep learning | Portfolio optimization | Stock prediction | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Derivat | Derivative | Kapitaleinkommen | Capital income |
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