Overfitting in portfolio optimization
Matteo Maggiolo and Oleg Szehr
| Year of publication: |
2023
|
|---|---|
| Authors: | Maggiolo, Matteo ; Szehr, Oleg |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9587, ZDB-ID 2395282-9. - Vol. 17.2023, 3, p. 1-33
|
| Subject: | portfolio optimization | neural network (NN) | deep learning | cross validation | overfitting | Experiment | Theorie | Theory | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2023.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485774