Selection of Orthogonal Investment Portfolio Using Evolino RNN Trading Model
نویسندگان
چکیده
منابع مشابه
Selection of orthogonal investment portfolio using Evolino RNN trading model
Investing in financial market require the reliable predicting of expecting returns, assessment of risk and reliability. Principle of portfolio orthogonality was using to reduce the risk of the investment. An artificial intelligence system may reveal new opportunities for using this principle. Prediction of recurrent neural networks ensemble is stochastically informative distribution, which is h...
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ژورنال
عنوان ژورنال: Procedia - Social and Behavioral Sciences
سال: 2014
ISSN: 1877-0428
DOI: 10.1016/j.sbspro.2013.12.962