Constructing Minimum-Variance Portfolios Using Deep Neural Networks

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URL

Journal Title

Journal ISSN

Volume Title

School of Business | Master's thesis

Authors

Date

2019

Department

Rahoituksen laitos

Major/Subject

Mcode

Degree programme

Finance

Language

en

Pages

79

Series

Description

Thesis advisor

Kaustia, Markku

Keywords

portfolio, optimization, deep learning, neural networks, machine learning

Other note

Citation

Permanent link to this item

https://urn.fi/URN:NBN:fi:aalto-201907144332

Collections

[gradu] Kauppakorkeakoulu / BIZ