Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Carlos Kuchkovsky"'
Autor:
Samuel Mugel, Carlos Kuchkovsky, Escolástico Sánchez, Samuel Fernández-Lorenzo, Jorge Luis-Hita, Enrique Lizaso, Román Orús
Publikováno v:
Physical Review Research, Vol 4, Iss 1, p 013006 (2022)
In this paper we tackle the problem of dynamic portfolio optimization, i.e., determining the optimal trading trajectory for an investment portfolio of assets over a period of time, taking into account transaction costs and other possible constraints.
Externí odkaz:
https://doaj.org/article/dcc0d10b15734f83beb4681c4879f631
Publikováno v:
Neurocomputing. 381:252-260
Understanding what Machine Learning models are doing is not always trivial. This is especially true for complex models such as Deep Neural Networks (DNN), which are the best-suited algorithms for modeling very complex and nonlinear relationships. But
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::18ddb00d6e39f526055027f3aaf207df
https://doi.org/10.1016/j.neucom.2019.11.059
https://doi.org/10.1016/j.neucom.2019.11.059
Autor:
Samuel Mugel, Carlos Kuchkovsky, Escolástico Sánchez, Samuel Fernández-Lorenzo, Jorge Luis-Hita, Enrique Lizaso, Román Orús
In this paper we tackle the problem of dynamic portfolio optimization, i.e., determining the optimal trading trajectory for an investment portfolio of assets over a period of time, taking into account transaction costs and other possible constraints.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f4f39d13aca657b253bbac7698a00550
