Recurrent neural network for dynamic portfolio selection

By Chi-Ming Lin, Jih-Jeng Huang, Mitsuo Gen, Gwo-Hshiung Tzeng. 2006

37 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Ocean Engineering

How researchers see this paper

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

In Artificial Intelligence

1. Omer Berat Sezer
2. M. Ugur Gudelek
3. Charles Wong
4. Massimiliano Versace
5. A. Ozbayoglu

In Finance

1. M. Ugur Gudelek
2. A. Ozbayoglu
3. Omer Berat Sezer
4. Weiwei Jiang
5. Longbing Cao

In Ocean Engineering

1. Charles Wong
2. Massimiliano Versace
3. A. Ozbayoglu
4. Omer Berat Sezer
5. M. Ugur Gudelek

Citations in the corpus

• Deep Learning for Financial Applications : A Survey (2020, methodology): “[132] Taiwans stock market Price data Elman RNN MSE, return -”
• CARTMAP: a neural network method for automated feature selection in financial time series forecasting (2012, background): “, [28, 47]), such data do not provide any readily interpretable trading rules by itself for analysis for comparison with the machine learning.”