Fábio Darios Freitas, Alberto F. De Souza, Ailson R. de Almeida. Prediction-based portfolio optimization model using neural networks. Neurocomputing, 72(10-12):2155-2170, 2009. [doi]
@article{FreitasSA09,
title = {Prediction-based portfolio optimization model using neural networks},
author = {Fábio Darios Freitas and Alberto F. De Souza and Ailson R. de Almeida},
year = {2009},
doi = {10.1016/j.neucom.2008.08.019},
url = {http://dx.doi.org/10.1016/j.neucom.2008.08.019},
tags = {optimization, rule-based},
researchr = {https://researchr.org/publication/FreitasSA09},
cites = {0},
citedby = {0},
journal = {Neurocomputing},
volume = {72},
number = {10-12},
pages = {2155-2170},
}