Modern Portfolio Theory Optimization with LSTM network

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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 APA Style APA-ALL Style AAA 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). Modern Portfolio Theory Optimization with LSTM network. In Master in Management.http://hdl.handle.net/2105/42511

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