Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets-Reference-Cited by-同舟云学术

Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets

Published:2023-04 Issue: Volume:120 Page:105843
ISSN:0952-1976
Container-title:Engineering Applications of Artificial Intelligence
language:en
Short-container-title:Engineering Applications of Artificial Intelligence

Author:

Behera Jyotirmayee^ORCID,Pasayat Ajit Kumar^ORCID,Behera Harekrushna^ORCID,Kumar Pankaj^ORCID

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Artificial Intelligence,Control and Systems Engineering

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