Return, Diversification and Risk in Cryptocurrency Portfolios using Deep Recurrent Neural Networks and Multi-Objective Evolutionary Algorithms

  1. Estalayo, I.
  2. Ser, J.D.
  3. Osaba, E.
  4. Bilbao, M.N.
  5. Muhammad, K.
  6. Galvez, A.
  7. Iglesias, A.
Actes de conférence:
2019 IEEE Congress on Evolutionary Computation, CEC 2019 - Proceedings

ISBN: 9781728121536

Année de publication: 2019

Pages: 755-761

Type: Communication dans un congrès

DOI: 10.1109/CEC.2019.8790121 GOOGLE SCHOLAR
La source de données: Scopus