A Deep Efficient Frontier Method for Optimal Investments

By Sang Il Lee, Seong Joon Yoo. 2017

12 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Sima Siami‐Namini
2. Neda Tavakoli
3. Akbar Siami Namin
4. Omer Berat Sezer

Citations in the corpus

• Forecasting Economics and Financial Time Series: ARIMA vs. LSTM (2018, background): “Lee and Yoo [Lee and Yoo, 2017] introduced an RNN-based approach to predict stock returns.”
• The Performance of LSTM and BiLSTM in Forecasting Time Series (2019, background): “Lee and Yoo [21] introduced an RNN-based approach to predict stock returns.”
• A Comparison of ARIMA and LSTM in Forecasting Time Series (2018, background): “Lee and Yoo [16] introduced an RNN-based approach to predict stock returns.”