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...
保存先:
| 主要な著者: | , , , |
|---|---|
| フォーマット: | Artigo |
| 言語: | Persa |
| 出版事項: |
Securities Exchange
2025-08-01
|
| シリーズ: | فصلنامه بورس اوراق بهادار |
| 主題: | |
| オンライン･アクセス: | https://journal.seo.ir/article_11421_3d4fb71f2f7b11d9be49d30d11a208c6.pdf |
| タグ: |
タグなし, このレコードへの初めてのタグを付けませんか!
|