A Neural Networks Approach to Portfolio Choice
This study investigates a neural networks approach to portfolio choice. Linear regression models are extensively used for prediction. With the return as the output variable, one can come to understand its relation to the explanatory variables the linear regression is built upon. However, if the rela...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2018
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229410 |