Optimization of venture portfolio based on LSTM and dynamic programming

Optimization of venture portfolio based on LSTM and dynamic programming

A rational investor always pursues a portfolio with the greatest possible return and the least possible risk. Therefore, a core issue of investment decision analysis is how to make an optimal investment choice in the market with fuzzy information and realize the balance between maximizing the return...

Full description

Bibliographic Details
Main Authors: Jiuchao Ban, Yiran Wang, Bingjie Liu, Hongjun Li
Format: Article
Language:English
Published: AIMS Press 2023-01-01
Series:AIMS Mathematics
Subjects:
portfolio
lstm time series
greedy algorithm
dynamic programming
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2023275?viewType=HTML

Internet

https://www.aimspress.com/article/doi/10.3934/math.2023275?viewType=HTML

Similar Items