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"Dynamic Portfolio Optimization Using a Hybrid MLP-HAR Approach."

Caio Mário Mesquita, Cristiano Arbex Valle, Adriano C. M. Pereira (2020)

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DOI: 10.1109/SSCI47803.2020.9308249

access: closed

type: Conference or Workshop Paper

metadata version: 2023-11-12

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  dblp key:
  - conf/ssci/MesquitaVP20
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Caio Mário Mesquita, Cristiano Arbex Valle, Adriano C. M. Pereira:
Dynamic Portfolio Optimization Using a Hybrid MLP-HAR Approach. SSCI 2020: 1075-1082

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