Optimal Investment Portfolios for Internet Money Funds Based on LSTM and La-VaR: Evidence from China
The rapid development of Internet finance has impacted traditional investment patterns, and Internet money funds (IMFs) are involved extensively in finance. This research constructed a long short-term memory (LSTM) neural network model to predict the return rates of IMFs and utilized the value-at-ri...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/16/2864 |