Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies
Authors:
- Luca Di PersioLPLuca Di Persio
- Matteo GarbelliMGMatteo Garbelli
- Fatemeh MottaghiFMFatemeh Mottaghi
- Kai WallbaumKWKai Wallbaum
- 12 May 2023
- journal article
- research article
- Published by Elsevier in Expert Systems with Applications
- Vol. 229
Abstract
No abstract availableKeywords
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