"Neural network with fixed noise for index-tracking portfolio optimization."

Yuyeong Kwak, Junho Song, Hongchul Lee (2021)

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DOI: 10.1016/J.ESWA.2021.115298

access: closed

type: Journal Article

metadata version: 2021-09-29

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Yuyeong Kwak, Junho Song, Hongchul Lee:
Neural network with fixed noise for index-tracking portfolio optimization. Expert Syst. Appl. 183: 115298 (2021)

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