CVaR Prediction Model of the Investment Portfolio Based on the Convolutional Neural Network Facilitates the Risk Management of the Financial Market.
Zheng WuYan QiaoShuai HuangHsien Chen LiuPublished in: J. Glob. Inf. Manag. (2022)
Keyphrases
- prediction model
- risk management
- financial markets
- convolutional neural network
- portfolio selection
- portfolio management
- market data
- portfolio optimization
- investment strategies
- financial institutions
- face detection
- decision support system
- neural network
- investment decisions
- regression model
- risk analysis
- risk assessment
- decision making
- trading systems
- commercial banks
- transaction costs
- software projects
- project management
- expert systems
- knowledge management
- long term
- portfolio theory