Asset allocation based on LSTM and the Black - Litterman model
Haixiang Yao, Xiaoxin Li and Lijun Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Yao, Haixiang ; Li, Xiaoxin ; Li, Lijun |
| Subject: | Black–Litterman model | LSTM | Portfolio optimization | Stock prediction | Portfolio-Management | Portfolio selection | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schwarze Menschen | Black people |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2023.2205096 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075596