Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model

Bibliographic Data

ID21402802
AuthorsRihab Bedoui (University of Sousse), Ramzi Benkraiem (0000-0002-3931-0546, Audencia Business School, corresponding author), Khaled Guesmi (0000-0001-6208-0622, Paris School of Business), Islem Kedidi (University of Sousse)
Year2023
Volume197
Pages122887
Publication date2023-12-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueTechnological Forecasting and Social Change (JOURNAL)
Journal identifiersISSN: 0040-1625 • E-ISSN: 1873-5509
PublisherElsevier BV (PUBLISHER)
DOI10.1016/j.techfore.2023.122887
OpenAlexW4387418473
LanguageEN
References cited33

Tools

Open DOIOpen Access