Prediction-based portfolio optimization in Tehran Stock Exchange; NARX and LSTM neural networks approach
The purpose of present study is to implement prediction-based portfolio optimization in Tehran Stock Exchange using nonlinear autoregressive with exogenous variables (NARX) neural network as the main approach and long short term memory (LSTM) neural network as the competing approach and comparing it...
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| Автори: | , , , |
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| Формат: | Artigo |
| Мова: | Persa |
| Опубліковано: |
Securities Exchange
2025-08-01
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| Серія: | فصلنامه بورس اوراق بهادار |
| Предмети: | |
| Онлайн доступ: | https://journal.seo.ir/article_11421_3d4fb71f2f7b11d9be49d30d11a208c6.pdf |
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