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Luis Paulo Guimarães Santos

Federal University of Bahia (UFBA)

Professor

Av. Reitor Miguel Calmon, s/n

Vale do Canela

Salvador, Bahia

Brazil

http://www.contabeis.ufba.br

  • Federal University of Bahia (UFBA)

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Optimizing Investment Portfolios in the Brazilian Market with Integrated Neural Networks: Cnn, Lstm, and Gru

Number of pages: 26 Posted: 30 Dec 2024
José Erasmo Silva, Luis Paulo Guimarães Santos, Sheizi Calheira de Freitas, César Valentim de Oliveira Carvalho Junior and Rodrigo de Moraes Santos
affiliation not provided to SSRN, Federal University of Bahia (UFBA), affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
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Abstract:

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Investment strategies, Deep learning, Asset allocation, Portfolio performance, Hybrid models