"Prediction based mean-value-at-risk portfolio optimization using machine ..."

Jyotirmayee Behera et al. (2023)

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DOI: 10.1016/J.ENGAPPAI.2023.105843

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type: Journal Article

metadata version: 2023-03-28

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Jyotirmayee Behera, Ajit Kumar Pasayat, Harekrushna Behera, Pankaj Kumar:
Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets. Eng. Appl. Artif. Intell. 120: 105843 (2023)

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