Open AccessApplication of LSTM and portfolio optimization in Chinese stock market
Author(s) -
Zichun Zheng
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v30i.2450
Subject(s) - portfolio , sharpe ratio , portfolio optimization , post modern portfolio theory , econometrics , market portfolio , stock (firearms) , stock market , computer science , rate of return on a portfolio , modern portfolio theory , black–litterman model , economics , financial economics , replicating portfolio , engineering , mechanical engineering , paleontology , horse , biology