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Portfolio Optimization Based on Artificial Neural Network and GARCH-EVT-Copula Models

Bao Quoc Ta, Nguyen H. Q. Khai. Portfolio Optimization Based on Artificial Neural Network and GARCH-EVT-Copula Models. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 31(Supplement-2):289-306, December 2023. [doi]

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