Cryptocurrency Portfolio Optimization by Neural Networks.
Quoc Minh NguyenDat Thanh TranJuho KanniainenAlexandros IosifidisMoncef GabboujPublished in: CoRR (2023)
Keyphrases
- portfolio optimization
- neural network
- portfolio selection
- portfolio management
- stock market
- factor analysis
- problems involving
- pattern recognition
- risk management
- optimization methods
- bi objective
- robust optimization
- genetic algorithm
- stock exchange
- neural network model
- simulated annealing
- multi objective optimization
- multi objective
- data mining