Overfitting in portfolio optimization
Year of publication: |
2023
|
---|---|
Authors: | Maggiolo, Matteo ; Szehr, Oleg |
Subject: | portfolio optimization | neural network (NN) | deep learning | cross validation | overfitting | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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