Futuristic portfolio optimization problem : wavelet based long short-term memory
Year of publication: |
2024
|
---|---|
Authors: | Abolmakarem, Shaghayegh ; Abdi, Farshid ; Khalili-Damghani, Kaveh ; Didehkhani, Hosein |
Subject: | Deep learning | Long short-term memory (LSTM) | Wavelet transformation | Mean-variance portfolio optimization problem | Epsilon-constraint method | Portfolio-Management | Portfolio selection | Theorie | Theory | Zustandsraummodell | State space model | Mathematische Optimierung | Mathematical programming |
-
Futuristic portfolio optimization problem: wavelet based long short-term memory
Abolmakarem, Shaghayegh, (2023)
-
A novel semi-static method for the index tracking problem
Fu, Chun-Chong, (2024)
-
What is the value of the cross-sectional approach to deep reinforcement learning?
Aboussalah, Amine Mohamed, (2022)
- More ...
-
Futuristic portfolio optimization problem: wavelet based long short-term memory
Abolmakarem, Shaghayegh, (2023)
-
Customer behavior mining framework (cbmf) using clustering and classification techniques
Abdi, Farshid, (2019)
-
Customer behavior mining framework (cbmf) using clustering and classification techniques
Abdi, Farshid, (2019)
- More ...