Robust portfolio selection under model ambiguity using deep learning
Year of publication: |
2025
|
---|---|
Authors: | Miri, Sadegh ; Salavati, Erfan ; Shamsi, Mostafa |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 13.2025, 1, Art.-No. 38, p. 1-18
|
Subject: | ambiguity | artificial neural networks | portfolio optimization | robust optimization | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Theorie | Theory | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Künstliche Intelligenz | Artificial intelligence |
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