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~subject:"Portfolio selection"
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Portfolio selection
Forecasting model
69
Prognoseverfahren
69
Neural networks
54
Neuronale Netze
54
Theorie
38
Theory
38
long short-term memory
31
Artificial intelligence
26
Künstliche Intelligenz
26
Long short-term memory
22
Learning process
21
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21
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19
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19
deep learning
19
Deep learning
18
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14
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14
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13
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13
Portfolio-Management
12
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11
Capital income
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Kapitaleinkommen
11
LSTM
11
Stock market
11
Volatility
11
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11
Machine learning
9
recurrent neural networks
9
machine learning
8
China
7
Long Short-Term Memory
7
Long short-term memory (LSTM)
6
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5
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forecasting
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Ślepaczuk, Robert
3
Michańków, Jakub
2
Sakowski, Paweł
2
Abdi, Farshid
1
Abid, Ilyes
1
Abolmakarem, Shaghayegh
1
BenMabrouk, Houda
1
Bisht, Kiran
1
Chojnacki, Karol
1
Didehkhani, Hosein
1
Fecamp, Simon
1
Foresti, Andrea
1
Han, Lu
1
Khalili-Damghani, Kaveh
1
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1
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1
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1
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1
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Soltane, Feriel
1
Su, Zhi
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ECONIS (ZBW)
12
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Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
2
Hedging properties of algorithmic investment strategies using
long
short-term
memory
and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
3
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
4
Investment portfolio optimization based on modern portfolio theory and deep learning models
Wysocki, Maciej
;
Sakowski, Paweł
-
2022
Persistent link: https://www.econbiz.de/10013473216
Saved in:
5
Futuristic portfolio optimization problem : wavelet based
long
short-term
memory
Abolmakarem, Shaghayegh
;
Abdi, Farshid
; …
- In:
Journal of modelling in management
19
(
2024
)
2
,
pp. 523-555
Persistent link: https://www.econbiz.de/10014486825
Saved in:
6
Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus
BenMabrouk, Houda
;
Sassi, Syrine
;
Soltane, Feriel
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014446921
Saved in:
7
Stock portfolio selection hybridizing fuzzy base-criterion method and evidence theory in triangular fuzzy environment
Bisht, Kiran
;
Kumar, Arun
- In:
Operations research forum
3
(
2022
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10013461914
Saved in:
8
Six-factor asset pricing and portfolio investment via deep learning : evidence from Chinese stock market
Yao, Haixiang
;
Xia, Shenghao
;
Liu, Hao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013552823
Saved in:
9
Deep learning for discrete-time hedging in incomplete markets
Fecamp, Simon
;
Mikael, Joseph
;
Warin, Xavier
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012938887
Saved in:
10
Multi-factor RFG-LSTM algorithm for stock sequence predicting
Su, Zhi
;
Xie, Heliang
;
Han, Lu
- In:
Computational economics
57
(
2021
)
4
,
pp. 1041-1058
Persistent link: https://www.econbiz.de/10012543252
Saved in:
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