CNN2D-MV Stock Model
The article introduces a hybrid model that combines a 2D convolutional neural network with the mean-variance model to improve asset selection and portfolio performance.
Featured in No. 57 on 17 Jul 2024 · 2 days after release
- Released
- 15 Jul 2024
- First featured
- No. 57 · 17 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4895067
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).