Return, Diversification and Risk in Cryptocurrency Portfolios using Deep Recurrent Neural Networks and Multi-Objective Evolutionary Algorithms.
Ismael EstalayoJavier Del SerEneko OsabaMiren Nekane BilbaoKhan MuhammadAkemi GálvezAndrés IglesiasPublished in: CEC (2019)
Keyphrases
- recurrent neural networks
- multi objective evolutionary algorithms
- investment strategies
- portfolio optimization
- multi objective
- bi objective
- feed forward
- multi objective optimization
- neural network
- investment decisions
- echo state networks
- recurrent networks
- reservoir computing
- nsga ii
- artificial neural networks
- test problems
- differential evolution
- portfolio selection
- multi criteria
- fitness function
- cascade correlation
- evolutionary algorithm
- artificial intelligence
- genetic algorithm
- efficient solutions
- multiobjective optimization
- tabu search
- optimization algorithm