A global-in-time neural network approach to dynamic portfolio optimization
Pieter M. van Staden, Peter A. Forsyth and Yuying L
| Year of publication: |
2024
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|---|---|
| Authors: | Staden, Pieter M. van ; Forsyth, Peter ; Li, Yuying |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 31.2024, 3, p. 131-163
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| Subject: | Asset allocation | dynamic programming | neural network | portfolio optimization | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2024.2410200 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015415718