Cryptocurrency Portfolio Optimization by Neural Networks.
Quoc Minh NguyenDat Thanh TranJuho KanniainenAlexandros IosifidisMoncef GabboujPublished in: SSCI (2023)
Keyphrases
- portfolio optimization
- neural network
- portfolio selection
- portfolio management
- problems involving
- stock market
- factor analysis
- pattern recognition
- optimization methods
- risk management
- stock exchange
- robust optimization
- stock price
- bi objective
- genetic algorithm
- neural network model
- non stationary
- network architecture
- decision support system
- sharpe ratio