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EFFICIENT ASSET ALLOCATION BASED ON PREDICTION WITH ADAPTIVE DATA SELECTION
open access
Moon, Kyoung-Sook
; Kim, Hongjoong
Article
Issue Date
2023
Citation
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, v.57, no.1, pp.57 - 72
Publisher
EDITURA ASE
PERFORMANCE OF DEEP LEARNING IN PREDICTION OF STOCK MARKET VOLATILITY
Moon, Kyoung-Sook
; Kim, Hongjoong
Article
Issue Date
2019
Citation
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, v.53, no.2, pp.77 - 92
Publisher
ACAD ECONOMIC STUDIES
1
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Author
Kim, Hongjoong
2
Moon, Kyoung Sook
2
Subject
forecasting stock index
1
long short term memory algorithm
1
MARKET HYPOTHESIS
1
NETWORKS
1
portfolio optimisation
1
rebalancing scenario
1
RETURNS
1
STOCK
1
stock market forecasting
1
volatility prediction
1
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Date Issued
2023
1
2019
1
Type
Article
2
Language
English
2
Journal
Economic Computation and Economic...
2
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