State-dependent asset allocation using neural networks
Reza Bradrania and Davood Pirayesh Neghab
| Year of publication: |
2022
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|---|---|
| Authors: | Bradrania, Reza ; Pirayesh Neghab, Davood |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 28.2022, 11, p. 1130-1156
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| Subject: | artificial neural network | conditional asset allocation | machine learning | market state | performance ratio | Portfolio optimization | tactical asset allocation | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | Theorie | Theory | Finanzanalyse | Financial analysis | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1960404 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013373381