Neural network embeddings on corporate annual filings for portfolio selection.

George Adosoglou Gianfranco Lombardo Panos M. Pardalos

Published in: Expert Syst. Appl. (2021)

Keyphrases

portfolio selection
neural network
multistage stochastic
portfolio optimization
financial markets
portfolio management
robust optimization
dimensionality reduction
multiple objectives
genetic algorithm
artificial intelligence
optimal solution
search space
low dimensional