Shaghayegh Abolmakarem, Farshid Abdi, Kaveh Khalili Damghani, Hosein Didehkhani. Predictive multi-period multi-objective portfolio optimization based on higher order moments: Deep learning approach. Computers & Industrial Engineering, 183:109450, September 2023. [doi]
@article{AbolmakaremADD23,
title = {Predictive multi-period multi-objective portfolio optimization based on higher order moments: Deep learning approach},
author = {Shaghayegh Abolmakarem and Farshid Abdi and Kaveh Khalili Damghani and Hosein Didehkhani},
year = {2023},
month = {September},
doi = {10.1016/j.cie.2023.109450},
url = {https://doi.org/10.1016/j.cie.2023.109450},
researchr = {https://researchr.org/publication/AbolmakaremADD23},
cites = {0},
citedby = {0},
journal = {Computers & Industrial Engineering},
volume = {183},
pages = {109450},
}