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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...
Autores principales: | Cao, Hieu K., Cao, Han K., Nguyen, Binh T. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
2020
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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 |
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