Work

Predictive multi-period multi-objective portfolio optimization based on higher order moments: Deep learning approach

Year: 2023

Type: article

Source: Computers & Industrial Engineering

DOI: 10.1016/j.cie.2023.109450

Authors: Shaghayegh Abolmakarem, Farshid Abdi, Kaveh Khalili-Damghani, Hosein Didehkhani

Institutions: Islamic Azad University, Tehran, Islamic Azad University South Tehran Branch, Islamic Azad University, Aliabad Katoul

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4384937589

FWCI: 3.365

Cites: 56

Cited by: 23

Related to: 10