Modern Portfolio Theory Optimization with LSTM network

Additional Metadata
Keywords	mean-variance, MPT, risk, Markowitz, machine-learning
Thesis Advisor	Fragkos, Ioannis, Hendrikse, George
Persistent URL	hdl.handle.net/2105/42511
Series	Master in Management
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Lerios, Dimitrios. (2017, December 11). Modern Portfolio Theory Optimization with LSTM network. Master in Management. Retrieved from http://hdl.handle.net/2105/42511

Publication