Multi-verse metaheuristic and deep learning approach for portfolio selection with higher moments
Author:
Publisher
Springer Science and Business Media LLC
Subject
Strategy and Management,Safety, Risk, Reliability and Quality
Link
https://link.springer.com/content/pdf/10.1007/s13198-023-02218-2.pdf
Reference67 articles.
1. Abdelaziz FB, Chibane M (2023) Portfolio optimization in the presence of tail correlation. Econ Model 122(May):106235. https://doi.org/10.1016/j.econmod.2023.106235
2. Abolmakarem S, Abdi F, Khalili-Damghani K, Didehkhani H (2023) Predictive Multi-period multi-objective portfolio optimization based on higher order moments: deep learning approach. Comput Ind Eng. https://doi.org/10.1016/j.cie.2023.109450
3. Abualigah L (2020) Multi-verse optimizer algorithm: a comprehensive survey of its results, variants, and applications. Neural Comput Appl 32(16):12381–12401. https://doi.org/10.1007/s00521-020-04839-1
4. Aithal PK, Geetha M, Dinesh U, Savitha B, Menon P (2023) Real-time portfolio management system utilizing machine learning techniques. IEEE Access 11:32595–32608. https://doi.org/10.1109/ACCESS.2023.3263260
5. Aksaraylı M, Pala O (2018) A polynomial goal programming model for portfolio optimization based on entropy and higher moments. Expert Syst Appl 94(March):185–192. https://doi.org/10.1016/j.eswa.2017.10.056
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