Research on securities portfolio model based on genetic optimization neural network

HIGHLIGHTS

  • who: Puming Zhang from the Department of Economics and Management, Weinan Normal University, Weinan, Shaanxi, China have published the research: Research on Securities Portfolio Model Based on Genetic Optimization Neural Network, in the Journal: Security and Communication Networks of 29/08/2022
  • what: The validity of the model is verified by the actual historical data of the securities market, and a good conclusion is obtained. The research shows that genetic optimization can improve the efficiency and accuracy of BPNN's portfolio. In this paper, 15 groups of test data are predicted by the trained network . . .

     

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