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Rank Prediction for Portfolio Management Using Artificial Neural Networks.
Jiyoon Bae
Ghudae Sim
Hyungbin Yun
Junhee Seok
Published in:
ICUFN (2018)
Keyphrases
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using artificial neural networks
portfolio management
artificial neural networks
portfolio selection
financial data
portfolio optimization
decision making
data mining
neural network model
genetic algorithm
factor analysis
transaction costs
neural network
face recognition
financial time series