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"A novel prediction based portfolio optimization model using deep learning."

Yilin Ma, Weizhong Wang, Qianting Ma (2023)

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DOI: 10.1016/J.CIE.2023.109023

access: closed

type: Journal Article

metadata version: 2023-03-18

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Yilin Ma, Weizhong Wang, Qianting Ma:
A novel prediction based portfolio optimization model using deep learning. Comput. Ind. Eng. 177: 109023 (2023)

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