Active Portfolio-Management based on Error Correction Neural Networks.
Hans-Georg ZimmermannRalph NeuneierRalph GrothmannPublished in: NIPS (2001)
Keyphrases
- error correction
- portfolio management
- neural network
- portfolio selection
- portfolio optimization
- error detection
- error correcting
- transaction costs
- genetic algorithm
- error control
- financial data
- channel coding
- watermarking scheme
- decision making
- error detection and correction
- factor analysis
- signal processing
- long term
- reed solomon