A One-Layer Recurrent Neural Network for Real-Time Portfolio Optimization With Probability Criterion.
Qingshan LiuChuangyin DangTingwen HuangPublished in: IEEE Trans. Cybern. (2013)
Keyphrases
- recurrent neural networks
- portfolio optimization
- portfolio management
- recurrent networks
- complex valued
- neural network
- problems involving
- feed forward
- optimization methods
- hidden layer
- factor analysis
- portfolio selection
- robust optimization
- bi objective
- risk management
- stock exchange
- artificial neural networks
- financial data
- stock market
- utility function
- back propagation
- genetic algorithm