Portfolio construction using bootstrapping neural networks: evidence from global stock market
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DOI: 10.1007/s11147-019-09163-y
Abstract: The study investigates the investment value of global stock markets by a portfolio construction method combined with bootstrapping neural network architecture. A residual sample will be generated from bootstrapping sample procedure and then incorporated into… read more here.
Keywords: bootstrapping neural; portfolio construction; global stock; stock ... See more keywords