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}, }