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Redes neurais aplicadas na previsão de índice Sharpe: evidê..:

LIMA, Renan Delgado Camurça
ABOUSSALAH, A. M.; LEE, C. G. Continuous control with stacked deep dynamic recurrent reinforcement learning for portfolio optimization. Expert Systems with Applications, v. 140, 2020. ISSN 09574174. AITHAL, P. K.; GEETHA, M.; ACHARYA, U. D.; SAVITHA, B.; MENON, P. Real-time portfolio management system utilizing machine learning techniques. IEEE Access, Institute of Electrical and Electronics Engineers Inc., 2023. ISSN 21693536. ALMAHDI, S.; YANG, S. Y. An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown. Expert Systems with Applications, v. 87, 2017. ISSN 09574174. ANGELELLI, E.; MANSINI, R.; SPERANZA, M. G. A comparison of mad and cvar models with real features. Journal of Banking and Finance, v. 32, 2008. ISSN 03784266. ANGELELLI, E.; MANSINI, R.; SPERANZA, M. G. Kernel search: A new heuristic framework for portfolio selection. Computational Optimization and Applications, v. 51, ....  , 2023