Recurrent neural network for dynamic portfolio selection.
Chi-Ming LinJih-Jeng HuangMitsuo GenGwo-Hshiung TzengPublished in: Appl. Math. Comput. (2006)
Keyphrases
- recurrent neural networks
- portfolio selection
- feed forward
- echo state networks
- neural network
- multistage stochastic
- artificial neural networks
- complex valued
- reservoir computing
- recurrent networks
- genetic algorithm
- portfolio optimization
- hidden layer
- short term
- robust optimization
- portfolio management
- financial markets
- artificial intelligence