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DELAFO: An Efficient Portfolio Optimization Using Deep Neural Networks

Portfolio optimization has been broadly investigated during the last decades and had a lot of applications in finance and economics. In this paper, we study the portfolio optimization problem in the Vietnamese stock market by using deep-learning methodologies and one dataset collected from the Ho Ch...

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Detalles Bibliográficos
Autores principales: Cao, Hieu K., Cao, Han K., Nguyen, Binh T.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7206164/
http://dx.doi.org/10.1007/978-3-030-47426-3_48