DELAFO: An Efficient Portfolio Optimization Using Deep Neural Networks.

Hieu K. Cao Han K. Cao Binh T. Nguyen

Published in: PAKDD (1) (2020)

Keyphrases

portfolio optimization
neural network
portfolio selection
factor analysis
robust optimization
problems involving
portfolio management
stock market
risk management
optimization methods
bi objective
case based reasoning
efficient solutions
feature space
long term