Hybrid Jordan Elman nets in portfolio selection.

Nikos Loukeris Yiannis S. Boutalis S. Livanis Avi Arampatzis Lysimachos Maltoudoglou

Published in: IISA (2015)

Keyphrases

portfolio selection
multistage stochastic
portfolio optimization
portfolio management
recurrent neural networks
financial markets
robust optimization
elman neural network
neural network model
multiple objectives
long term
data warehouse
source code
transaction costs