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ArticleDynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions

Ronil Barua2022

Article2022

Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions

Ronil Barua · Anil Kumar Sharma

55 citations·0/0 files stored·Finance research letters

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

2017Deep learning with long short-term memory networks for financial market predictions 1992Global Portfolio Optimization 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators 2020A CNN–LSTM model for gold price time-series forecasting 2021Applications of deep learning in stock market prediction: Recent progress 2019CNNpred: CNN-based stock market prediction using a diverse set of variables 2020A CNN-BiLSTM-AM method for stock price prediction 2020A CNN-LSTM-Based Model to Forecast Stock Prices

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Year2022

Typearticle

Published2022-07-01

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations55

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/j.frl.2022.103111

openalex_workW4283774845

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