Work

Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions

Year: 2022

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2022.103111

Authors: Ronil Barua, Anil K. Sharma

Institution: Indian Institute of Technology Roorkee

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4283774845

FWCI: 6.587

Cites: 30

Cited by: 55

Related to: 10