No. 31, Shi-Da Road
Taipei , 10610
National Taiwan Normal University, College of Management
Deep learning, LSTM, machine learning, multistep dynamic forecasting, SVM
portfolio selection, combination portfolio, mean-variance, risk diversification, risk optimal
international portfolio, robust covariance, rolling, estimation errors
Augmented Tangency Portfolios, Financial Learning, Portfolio Selection, Risk Diversification, Risk Optimal
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