Application of Artificial Neural Networks to the Tactical Asset Allocation Model
Tactical asset allocation (T AA) is an investment strategy that switches an investment among different types of asset classes such as stocks, bonds or cash. The strategy consists of identifying the assets with the best performance potential within a defined short period of time. Artificial neural ne...
Main Author: | |
---|---|
Published: |
NSUWorks
2002
|
Subjects: | |
Online Access: | http://nsuworks.nova.edu/gscis_etd/445 |