Black-Litterman portfolio management using the investor's views generated by recurrent neural networks and support vector regression

Kunnachai Punyaleadtip, Pittipol Kantavat, Kridsda Nimmanunta, and Boonserm Kijsirikul

Year of publication:	2024
Authors:	Punyaleadtip, Kunnachai ; Kantavat, Pittipol ; Nimmanunta, Kridsda ; Kijsirikul, Boonserm
Published in:	The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 6.2024, 1, p. 86-105
Subject:	Neuronale Netze \| Neural networks \| Portfolio-Management \| Portfolio selection \| Regressionsanalyse \| Regression analysis \| Mustererkennung \| Pattern recognition \| Theorie \| Theory

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10015195541

A service of the