Dynamic Portfolio Optimization Using a Hybrid MLP-HAR Approach.

Caio Mário Mesquita Cristiano Arbex Valle Adriano C. M. Pereira

Published in: SSCI (2020)

Keyphrases

portfolio optimization
neural network
problems involving
portfolio selection
portfolio management
genetic algorithm
multistage
objective function
long term
np hard
case based reasoning
optimization methods
factor analysis
robust optimization
stock exchange