Optimal Investment Portfolios for Internet Money Funds Based on LSTM and La-VaR: Evidence from China

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...

Volledige beschrijving

Bibliografische gegevens
Hoofdauteurs: Hanxiao Wang, Huizi Ma
Formaat: Artikel
Taal:English
Gepubliceerd in: MDPI AG 2022-08-01
Reeks:Mathematics
Onderwerpen:
Internet money funds
long short-term memory neural network model
liquidity-adjusted VaR
risk prediction
investment portfolio design
Online toegang:https://www.mdpi.com/2227-7390/10/16/2864

Gelijkaardige items

Gelijkaardige items