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Gated Neural Network-Based Mean-EVaR-Skewness Portfolio Optimization under Uncertain Environment.

Sunil Kumar MittalNamita Srivastava
Published in: J. Circuits Syst. Comput. (2021)
Keyphrases
  • portfolio optimization
  • portfolio selection
  • neural network
  • portfolio management
  • decision making
  • factor analysis
  • optimization methods
  • risk management
  • problems involving
  • metaheuristic