Manfred Steiner, Hans-Georg Wittkemper. Portfolio optimization with a neural network implementation of the coherent market hypothesis. European Journal of Operational Research, 100(1):27-40, 1997. [doi]
@article{SteinerW97,
title = {Portfolio optimization with a neural network implementation of the coherent market hypothesis},
author = {Manfred Steiner and Hans-Georg Wittkemper},
year = {1997},
doi = {10.1016/S0377-2217(95)00339-8},
url = {https://doi.org/10.1016/S0377-2217(95)00339-8},
researchr = {https://researchr.org/publication/SteinerW97},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {100},
number = {1},
pages = {27-40},
}