Nguyen T. Anh, Mai D. Lam, Bao Q. Ta. Mean-Variance Portfolio Allocation Using ARMA-GARCH-Stable and Artificial Neural Network Models. In Van-Nam Huynh, Bac Le, Katsuhiro Honda, Masahiro Inuiguchi, Youji Kohda, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 10th International Symposium, IUKM 2023, Kanazawa, Japan, November 2-4, 2023, Proceedings, Part I. Volume 14375 of Lecture Notes in Computer Science, pages 177-186, Springer, 2023. [doi]
@inproceedings{AnhLT23,
title = {Mean-Variance Portfolio Allocation Using ARMA-GARCH-Stable and Artificial Neural Network Models},
author = {Nguyen T. Anh and Mai D. Lam and Bao Q. Ta},
year = {2023},
doi = {10.1007/978-3-031-46775-2_16},
url = {https://doi.org/10.1007/978-3-031-46775-2_16},
researchr = {https://researchr.org/publication/AnhLT23},
cites = {0},
citedby = {0},
pages = {177-186},
booktitle = {Integrated Uncertainty in Knowledge Modelling and Decision Making - 10th International Symposium, IUKM 2023, Kanazawa, Japan, November 2-4, 2023, Proceedings, Part I},
editor = {Van-Nam Huynh and Bac Le and Katsuhiro Honda and Masahiro Inuiguchi and Youji Kohda},
volume = {14375},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-031-46775-2},
}