Portfolio optimization and return prediction by integrating modified deep belief network and recurrent neural network.
Meeta SharmaHardayal Singh ShekhawatPublished in: Knowl. Based Syst. (2022)
Keyphrases
- recurrent neural networks
- portfolio optimization
- sharpe ratio
- neural network
- portfolio management
- portfolio selection
- problems involving
- bi objective
- feed forward
- factor analysis
- risk management
- hidden layer
- robust optimization
- artificial neural networks
- optimization methods
- restricted boltzmann machine
- deep belief networks
- genetic algorithm
- stock market
- multi objective
- stock exchange
- optimization method
- high dimensional data
- decision making