Essays about: "Mengxin Liu"

Found 1 essay containing the words Mengxin Liu.

  1. 1. Generative Neural Network for Portfolio Optimization

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Mengxin Liu; [2021]
    Keywords : GAN; Portfolio Optimization; Neural Networks;

    Abstract : This thesis aims to overcome the drawbacks of traditional portfolio optimization by employing Generative Deep Neural Networks on real stock data. The proposed framework is capable of generating return data that have similar statistical characteristics as the original stock data. READ MORE