Comparative Analysis on Neural Networks and ARIMA for Forecasting Heterogeneous Portfolio Returns

Author:

Klimenko Aleksandra,Mihova VeselaORCID,Georgiev SlaviORCID,Georgiev IvanORCID,Pavlov VelizarORCID

Publisher

Springer Nature Switzerland

Reference13 articles.

1. Kostadinova, K., Lazarova, M.: Risk models of order k. In: Ann. Acad. Rom. Sci. Ser. Math. Appl, 11(2), pp. 259–273, (2019).

2. Raeva, E.: Risk estimation in the case of limited insurance liability. In: AIP Conference Proceedings, No 2164, pp. 060015, (2019).

3. Bodie, Z., Kane, A., Marcus, A.: Investments. 10th global ed. McGraw-Hill Education, Berkshire, (2014).

4. Yahoo Finance, https://finance.yahoo.com/.

5. Tsonev, T., Georgiev, S., Georgiev, I., Mihova, V. Pavlov, V.: Diversification and Optimization of the Financial Portfolio in Times of Uncertainty. In: New Trends of Differential Equations in Sciences, SPRINGER, (2023) - to appear.

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