Improved sparse mean reverting portfolio selection using simulated annealing and extreme learning machine
Attila Rácz and Norbert Fogarasi
| Year of publication: |
2024
|
|---|---|
| Authors: | Rácz, Attila ; Fogarasi, Norbert |
| Subject: | sparse portfolios | mean reverting portfolios | simulated annealing | extreme learning machine | machine learning | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5709/ce.1897-9254.541 [DOI] hdl:10419/312957 [Handle] |
| Classification: | C65 - Miscellaneous Mathematical Tools |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015189621